+174.8%
XLV vs GDDY
+390.3%
-215.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -1.9% | -0.5% |
| 7D | -3.6% | -3.2% | -0.4% | -3.1% |
| 30D | -1.8% | +6.8% | -8.6% | -3.1% |
| 3M | +7.8% | +30.5% | -22.7% | +2.1% |
| 6M | +9.1% | +13.3% | -4.2% | +5.4% |
| YTD | +7.7% | -21.0% | +28.7% | +10.6% |
| 1Y | +20.4% | -34.0% | +54.4% | +27.6% |
| 3Y | +30.8% | +33.1% | -2.3% | +19.0% |
| 5Y | +34.6% | +30.3% | +4.3% | +21.0% |
| 10Y | +173.4% | +205.5% | -32.1% | +114.1% |
| All | +174.8% | +390.3% | -215.6% | +114.3% |
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 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