+34.0%
XLB vs GDDY
+29.8%
+4.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | +0.1% |
| 7D | -2.8% | -3.2% | +0.4% | -2.3% |
| 30D | -3.1% | +6.8% | -9.9% | -4.6% |
| 3M | -0.2% | +30.5% | -30.6% | -6.1% |
| 6M | +3.1% | +13.3% | -10.3% | -1.0% |
| YTD | +13.3% | -21.0% | +34.2% | +18.3% |
| 1Y | +12.0% | -34.0% | +46.0% | +22.6% |
| 3Y | +31.4% | +33.1% | -1.7% | +12.7% |
| All | +34.0% | +29.8% | +4.2% | +20.4% |
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 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