+208.5%
XEL vs GDDY
+390.3%
-181.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.6% | 0.0% |
| 7D | -0.3% | -3.2% | +2.9% | -0.1% |
| 30D | -3.9% | +6.8% | -10.8% | -4.6% |
| 3M | -2.8% | +30.5% | -33.3% | -5.3% |
| 6M | -5.4% | +13.3% | -18.7% | -7.0% |
| YTD | +3.8% | -21.0% | +24.7% | +5.1% |
| 1Y | +6.8% | -34.0% | +40.8% | +10.0% |
| 3Y | +45.6% | +33.1% | +12.5% | +38.9% |
| 5Y | +30.7% | +30.3% | +0.4% | +23.7% |
| 10Y | +151.7% | +205.5% | -53.8% | +123.5% |
| All | +208.5% | +390.3% | -181.9% | +171.4% |
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