+173.7%
XLU vs GDDY
+390.3%
-216.6%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.5% |
| 7D | -1.6% | -3.2% | +1.6% | -1.3% |
| 30D | -3.3% | +6.8% | -10.1% | -4.1% |
| 3M | -3.2% | +30.5% | -33.6% | -6.4% |
| 6M | -7.0% | +13.3% | -20.3% | -9.1% |
| YTD | +0.6% | -21.0% | +21.6% | +2.3% |
| 1Y | +2.4% | -34.0% | +36.4% | +6.4% |
| 3Y | +46.3% | +33.1% | +13.2% | +38.0% |
| 5Y | +44.0% | +30.3% | +13.6% | +34.7% |
| 10Y | +140.1% | +205.5% | -65.4% | +108.2% |
| All | +173.7% | +390.3% | -216.6% | +135.7% |
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