+33.2%
W vs GDDY
+30.8%
+2.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.6% | +0.6% |
| 7D | -0.9% | -3.2% | +2.3% | 0.0% |
| 30D | -4.2% | +6.8% | -11.1% | -7.3% |
| 3M | +26.9% | +30.5% | -3.6% | +13.0% |
| 6M | +31.2% | +13.3% | +17.9% | +21.9% |
| YTD | -1.8% | -21.0% | +19.1% | +6.0% |
| 1Y | +9.3% | -34.0% | +43.3% | +29.1% |
| 3Y | +33.2% | +33.1% | +0.1% | -23.9% |
| All | +33.2% | +30.8% | +2.4% | -23.9% |
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