+53.3%
V vs GDDY
+30.8%
+22.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.6% |
| 7D | -1.2% | -3.2% | +2.0% | -0.7% |
| 30D | +3.1% | +6.8% | -3.7% | +1.7% |
| 3M | +16.3% | +30.5% | -14.1% | +9.6% |
| 6M | +20.4% | +13.3% | +7.1% | +16.0% |
| YTD | +6.3% | -21.0% | +27.2% | +10.4% |
| 1Y | +8.7% | -34.0% | +42.7% | +17.8% |
| 3Y | +53.3% | +33.1% | +20.2% | +47.7% |
| All | +53.3% | +30.8% | +22.5% | +47.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling