+57.4%
XLE vs GDDY
+28.5%
+28.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.0% | -3.5% | -0.7% |
| 7D | +0.5% | -7.0% | +7.5% | +0.8% |
| 30D | +6.6% | +6.2% | +0.4% | +6.1% |
| 3M | +12.3% | +20.0% | -7.8% | +10.3% |
| 6M | +18.4% | +6.8% | +11.6% | +17.2% |
| YTD | +47.2% | -22.3% | +69.6% | +51.4% |
| 1Y | +50.3% | -33.5% | +83.8% | +57.9% |
| All | +57.4% | +28.5% | +28.9% | +59.4% |
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 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