+160.8%
XLB vs GDDY
+381.9%
-221.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.0% | -4.2% | -1.8% |
| 7D | -3.5% | -7.0% | +3.5% | -2.2% |
| 30D | -4.7% | +6.2% | -10.9% | -6.2% |
| 3M | +2.7% | +20.0% | -17.3% | -2.4% |
| 6M | +2.6% | +6.8% | -4.2% | -0.7% |
| YTD | +12.8% | -22.3% | +35.2% | +16.8% |
| 1Y | +14.0% | -33.5% | +47.5% | +22.2% |
| 3Y | +31.5% | +29.2% | +2.3% | +17.9% |
| 5Y | +33.4% | +28.1% | +5.4% | +18.2% |
| 10Y | +161.3% | +200.2% | -38.9% | +98.3% |
| All | +160.8% | +381.9% | -221.0% | +93.6% |
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