+216.9%
XOM vs GDDY
+390.3%
-173.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | +0.2% |
| 7D | +4.1% | -3.2% | +7.3% | +4.5% |
| 30D | +4.6% | +6.8% | -2.2% | +3.3% |
| 3M | +14.0% | +30.5% | -16.5% | +8.3% |
| 6M | +11.0% | +13.3% | -2.4% | +7.4% |
| YTD | +40.7% | -21.0% | +61.7% | +43.9% |
| 1Y | +52.3% | -34.0% | +86.3% | +60.6% |
| 3Y | +60.5% | +33.1% | +27.4% | +45.8% |
| 5Y | +266.4% | +30.3% | +236.1% | +229.0% |
| 10Y | +194.4% | +205.5% | -11.1% | +139.8% |
| All | +216.9% | +390.3% | -173.5% | +159.0% |
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