+49.9%
XLE vs GDDY
-11.8%
+61.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +4.3% | -9.0% | -4.6% |
| 7D | -7.2% | +11.1% | -18.3% | -6.9% |
| 30D | +0.1% | +18.6% | -18.5% | +0.6% |
| 3M | +9.2% | +32.8% | -23.6% | +10.3% |
| 6M | +8.4% | +34.0% | -25.7% | +9.6% |
| YTD | +44.9% | -4.6% | +49.5% | +43.7% |
| 1Y | +49.9% | -12.5% | +62.3% | +52.6% |
| All | +49.9% | -11.8% | +61.7% | +52.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling