+239.0%
XLY vs GDDY
+390.3%
-151.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.4% |
| 7D | -1.7% | -3.2% | +1.5% | -0.9% |
| 30D | -4.2% | +6.8% | -11.0% | -6.3% |
| 3M | -2.7% | +30.5% | -33.1% | -11.4% |
| 6M | -0.6% | +13.3% | -14.0% | -6.6% |
| YTD | -5.0% | -21.0% | +15.9% | -1.3% |
| 1Y | -4.1% | -34.0% | +29.9% | +5.2% |
| 3Y | +33.6% | +33.1% | +0.5% | +15.7% |
| 5Y | +28.7% | +30.3% | -1.6% | +11.3% |
| 10Y | +219.6% | +205.5% | +14.1% | +131.9% |
| All | +239.0% | +390.3% | -151.4% | +141.6% |
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 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