+31.4%
XLB vs GDDY
+30.8%
+0.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | +0.2% |
| 7D | -2.8% | -3.2% | +0.4% | -2.6% |
| 30D | -3.1% | +6.8% | -9.9% | -3.9% |
| 3M | -0.2% | +30.5% | -30.6% | -3.3% |
| 6M | +3.1% | +13.3% | -10.3% | +1.0% |
| YTD | +13.3% | -21.0% | +34.2% | +18.0% |
| 1Y | +12.0% | -34.0% | +46.0% | +20.9% |
| 3Y | +31.4% | +33.1% | -1.7% | +19.2% |
| All | +31.4% | +30.8% | +0.6% | +19.2% |
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