+145.3%
XEL vs GDDY
+222.6%
-77.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.5% | -8.3% | -2.4% |
| 7D | -2.1% | +3.1% | -5.2% | -2.4% |
| 30D | -6.3% | +10.1% | -16.4% | -7.3% |
| 3M | -5.7% | +37.0% | -42.7% | -9.1% |
| 6M | -8.8% | +28.6% | -37.4% | -11.8% |
| YTD | +1.9% | -15.8% | +17.7% | +3.0% |
| 1Y | +4.2% | -28.0% | +32.2% | +7.2% |
| 3Y | +38.7% | +38.8% | -0.1% | +29.9% |
| 5Y | +30.7% | +40.8% | -10.1% | +20.5% |
| 10Y | +145.3% | +221.1% | -75.7% | +95.3% |
| All | +145.3% | +222.6% | -77.3% | +95.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling