+260.7%
XLF vs GDDY
+390.3%
-129.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +0.3% |
| 7D | -1.5% | -3.2% | +1.7% | -0.8% |
| 30D | -1.2% | +6.8% | -8.0% | -3.0% |
| 3M | +9.2% | +30.5% | -21.3% | +1.2% |
| 6M | +16.3% | +13.3% | +3.0% | +10.9% |
| YTD | +5.4% | -21.0% | +26.4% | +9.0% |
| 1Y | +7.6% | -34.0% | +41.6% | +16.2% |
| 3Y | +74.2% | +33.1% | +41.1% | +55.1% |
| 5Y | +66.1% | +30.3% | +35.8% | +46.3% |
| 10Y | +252.8% | +205.5% | +47.3% | +161.8% |
| All | +260.7% | +390.3% | -129.6% | +163.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling