+157.3%
XLP vs GDDY
+470.6%
-313.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +1.2% |
| 7D | +2.5% | -0.2% | +2.7% | +2.5% |
| 30D | +7.3% | +10.4% | -3.1% | +6.0% |
| 3M | +8.1% | +13.6% | -5.5% | +6.2% |
| 6M | +10.5% | +33.7% | -23.2% | +6.0% |
| YTD | +21.2% | -8.0% | +29.2% | +20.9% |
| 1Y | +22.7% | -12.9% | +35.6% | +23.3% |
| 3Y | +44.8% | +29.3% | +15.5% | +36.8% |
| 5Y | +44.7% | +60.8% | -16.1% | +31.5% |
| 10Y | +139.1% | +244.4% | -105.3% | +98.2% |
| All | +157.3% | +470.6% | -313.3% | +109.7% |
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