+382.1%
WMT vs GDDY
+390.3%
-8.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.4% | +1.2% |
| 7D | 0.0% | -3.2% | +3.2% | +0.3% |
| 30D | -7.4% | +6.8% | -14.2% | -8.1% |
| 3M | -10.9% | +30.5% | -41.3% | -13.4% |
| 6M | -12.7% | +13.3% | -26.0% | -14.3% |
| YTD | -3.2% | -21.0% | +17.8% | -1.7% |
| 1Y | +5.3% | -34.0% | +39.3% | +8.9% |
| 3Y | +101.9% | +33.1% | +68.8% | +93.0% |
| 5Y | +134.6% | +30.3% | +104.2% | +122.7% |
| 10Y | +440.4% | +205.5% | +234.9% | +378.1% |
| All | +382.1% | +390.3% | -8.2% | +328.7% |
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 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