+70.3%
XLI vs GDDY
+30.8%
+39.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | +0.9% |
| 7D | -1.7% | -3.2% | +1.5% | -1.4% |
| 30D | -7.3% | +6.8% | -14.1% | -8.0% |
| 3M | -1.3% | +30.5% | -31.8% | -5.4% |
| 6M | +2.2% | +13.3% | -11.1% | -0.4% |
| YTD | +11.7% | -21.0% | +32.7% | +17.1% |
| 1Y | +14.3% | -34.0% | +48.3% | +25.0% |
| 3Y | +70.3% | +33.1% | +37.3% | +59.3% |
| All | +70.3% | +30.8% | +39.6% | +59.3% |
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 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