+116.2%
USB vs GDDY
+406.5%
-290.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +2.0% | +0.2% |
| 7D | +1.4% | +3.7% | -2.3% | +0.7% |
| 30D | -1.3% | +10.4% | -11.7% | -3.4% |
| 3M | +15.2% | +19.4% | -4.2% | +9.9% |
| 6M | +18.8% | +14.3% | +4.6% | +13.7% |
| YTD | +21.0% | -18.4% | +39.4% | +23.9% |
| 1Y | +34.0% | -30.1% | +64.1% | +41.8% |
| 3Y | +95.3% | +39.4% | +55.9% | +75.8% |
| 5Y | +40.4% | +35.2% | +5.2% | +25.3% |
| 10Y | +107.3% | +210.0% | -102.7% | +60.2% |
| All | +116.2% | +406.5% | -290.4% | +65.3% |
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