+108.2%
USB vs GDDY
+461.7%
-353.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.2% |
| 7D | +1.2% | -6.5% | +7.7% | +2.5% |
| 30D | +6.3% | +9.0% | -2.7% | +4.2% |
| 3M | -6.1% | +22.3% | -28.5% | -10.5% |
| 6M | +13.0% | +29.1% | -16.1% | +5.4% |
| YTD | +16.6% | -9.5% | +26.0% | +16.3% |
| 1Y | +31.1% | -15.2% | +46.4% | +32.7% |
| 3Y | +100.9% | +28.2% | +72.7% | +83.7% |
| 5Y | +24.5% | +58.3% | -33.8% | +7.3% |
| 10Y | +82.9% | +239.0% | -156.1% | +38.0% |
| All | +108.2% | +461.7% | -353.4% | +55.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling