+11.0%
XLF vs GDDY
-11.2%
+22.2%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.5% | -4.4% | -3.0% |
| 7D | +1.0% | +13.4% | -12.5% | -0.1% |
| 30D | +6.5% | +22.3% | -15.9% | +4.7% |
| 3M | -0.5% | +30.9% | -31.4% | -2.8% |
| 6M | +12.2% | +37.3% | -25.1% | +8.7% |
| YTD | +6.3% | -3.2% | +9.5% | +11.1% |
| 1Y | +11.0% | -9.8% | +20.8% | +19.9% |
| All | +11.0% | -11.2% | +22.2% | +19.9% |
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