+40.4%
USB vs GDDY
+23.8%
+16.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -8.3% | +6.9% | +0.1% |
| 7D | +2.1% | -7.6% | +9.7% | +3.5% |
| 30D | -2.3% | +2.0% | -4.3% | -2.9% |
| 3M | +13.9% | +15.1% | -1.2% | +9.3% |
| 6M | +21.6% | -1.1% | +22.7% | +20.0% |
| YTD | +19.3% | -25.1% | +44.5% | +25.5% |
| 1Y | +33.6% | -37.3% | +70.8% | +46.8% |
| 3Y | +97.7% | +24.5% | +73.2% | +78.9% |
| 5Y | +40.4% | +23.5% | +16.9% | +38.4% |
| All | +40.4% | +23.8% | +16.6% | +38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded GDDY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling