+141.3%
XLC vs GDDY
+30.5%
+110.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.0% | -2.4% | -0.3% |
| 7D | -1.7% | -7.0% | +5.3% | +0.5% |
| 30D | +0.2% | +6.2% | -6.0% | -2.2% |
| 3M | +0.7% | +20.0% | -19.3% | -7.1% |
| 6M | -4.5% | +6.8% | -11.3% | -9.1% |
| YTD | -4.7% | -22.3% | +17.6% | +0.7% |
| 1Y | -1.5% | -33.5% | +32.0% | +9.9% |
| 3Y | +72.2% | +29.2% | +43.0% | +43.2% |
| 5Y | +39.3% | +28.1% | +11.2% | +14.2% |
| All | +141.3% | +30.5% | +110.8% | +80.0% |
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