+7.6%
XLF vs GDDY
-32.7%
+40.3%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +0.5% |
| 7D | -1.5% | -3.2% | +1.7% | -1.2% |
| 30D | -1.2% | +6.8% | -8.0% | -1.8% |
| 3M | +9.2% | +30.5% | -21.3% | +5.8% |
| 6M | +16.3% | +13.3% | +3.0% | +14.0% |
| YTD | +5.4% | -21.0% | +26.4% | +11.3% |
| 1Y | +7.6% | -34.0% | +41.6% | +17.3% |
| All | +7.6% | -32.7% | +40.3% | +17.3% |
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 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