+134.1%
XLP vs GDDY
+406.5%
-272.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.5% |
| 7D | -1.0% | +3.7% | -4.7% | -1.4% |
| 30D | -0.9% | +10.4% | -11.3% | -2.1% |
| 3M | +3.8% | +19.4% | -15.6% | +1.3% |
| 6M | -1.7% | +14.3% | -16.0% | -4.0% |
| YTD | +10.3% | -18.4% | +28.6% | +11.8% |
| 1Y | +7.8% | -30.1% | +37.9% | +11.3% |
| 3Y | +27.2% | +39.4% | -12.2% | +19.0% |
| 5Y | +32.5% | +35.2% | -2.6% | +23.1% |
| 10Y | +101.8% | +210.0% | -108.2% | +69.8% |
| All | +134.1% | +406.5% | -272.4% | +93.9% |
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