+217.9%
XLE vs GDDY
+29.8%
+188.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.4% | +0.1% |
| 7D | +1.7% | -3.2% | +4.9% | +2.0% |
| 30D | +6.7% | +6.8% | -0.1% | +5.6% |
| 3M | +14.9% | +30.5% | -15.6% | +9.2% |
| 6M | +15.9% | +13.3% | +2.6% | +12.3% |
| YTD | +47.7% | -21.0% | +68.7% | +52.6% |
| 1Y | +50.7% | -34.0% | +84.7% | +61.5% |
| 3Y | +57.9% | +33.1% | +24.8% | +40.6% |
| All | +217.9% | +29.8% | +188.1% | +203.3% |
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