+103.2%
XLP vs GDDY
+207.2%
-104.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.4% | +0.1% |
| 7D | -1.4% | -3.2% | +1.8% | -1.1% |
| 30D | -2.0% | +6.8% | -8.8% | -3.0% |
| 3M | -1.5% | +30.5% | -32.0% | -5.3% |
| 6M | -0.2% | +13.3% | -13.5% | -2.7% |
| YTD | +8.7% | -21.0% | +29.7% | +10.9% |
| 1Y | +6.3% | -34.0% | +40.3% | +11.2% |
| 3Y | +25.1% | +33.1% | -8.0% | +16.1% |
| 5Y | +32.4% | +30.3% | +2.0% | +21.6% |
| All | +103.2% | +207.2% | -104.1% | +56.6% |
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