-63.2%
W vs GDDY
+29.8%
-93.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.6% | 0.0% |
| 7D | -0.9% | -3.2% | +2.3% | +0.8% |
| 30D | -4.2% | +6.8% | -11.1% | -10.3% |
| 3M | +26.9% | +30.5% | -3.6% | -0.2% |
| 6M | +31.2% | +13.3% | +17.9% | +11.5% |
| YTD | -1.8% | -21.0% | +19.1% | +10.2% |
| 1Y | +9.3% | -34.0% | +43.3% | +43.5% |
| 3Y | +33.2% | +33.1% | +0.1% | -34.5% |
| All | -63.2% | +29.8% | -93.0% | -77.6% |
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