+257.2%
XOM vs GDDY
+29.8%
+227.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | +0.3% |
| 7D | +4.1% | -3.2% | +7.3% | +4.4% |
| 30D | +4.6% | +6.8% | -2.2% | +3.7% |
| 3M | +14.0% | +30.5% | -16.5% | +10.1% |
| 6M | +11.0% | +13.3% | -2.4% | +8.6% |
| YTD | +40.7% | -21.0% | +61.7% | +44.2% |
| 1Y | +52.3% | -34.0% | +86.3% | +60.4% |
| 3Y | +60.5% | +33.1% | +27.4% | +44.6% |
| All | +257.2% | +29.8% | +227.5% | +242.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling