+148.7%
XLK vs GDDY
+29.8%
+119.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.4% | +0.8% |
| 7D | +0.2% | -3.2% | +3.4% | +0.9% |
| 30D | -0.6% | +6.8% | -7.4% | -3.0% |
| 3M | +2.6% | +30.5% | -27.9% | -8.2% |
| 6M | +34.0% | +13.3% | +20.6% | +24.5% |
| YTD | +30.7% | -21.0% | +51.6% | +39.3% |
| 1Y | +39.2% | -34.0% | +73.2% | +60.1% |
| 3Y | +120.4% | +33.1% | +87.4% | +74.6% |
| All | +148.7% | +29.8% | +119.0% | +105.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling