+788.5%
XLK vs GDDY
+207.2%
+581.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.4% | +0.7% |
| 7D | +0.2% | -3.2% | +3.4% | +1.2% |
| 30D | -0.6% | +6.8% | -7.4% | -3.7% |
| 3M | +2.6% | +30.5% | -27.9% | -10.2% |
| 6M | +34.0% | +13.3% | +20.6% | +22.3% |
| YTD | +30.7% | -21.0% | +51.6% | +37.0% |
| 1Y | +39.2% | -34.0% | +73.2% | +57.4% |
| 3Y | +120.4% | +33.1% | +87.4% | +76.6% |
| 5Y | +148.8% | +30.3% | +118.5% | +97.4% |
| All | +788.5% | +207.2% | +581.2% | +398.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling