+97.8%
XRT vs GDDY
+390.3%
-292.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.4% | +0.9% |
| 7D | -3.2% | -3.2% | 0.0% | -2.4% |
| 30D | -4.5% | +6.8% | -11.3% | -6.6% |
| 3M | -3.1% | +30.5% | -33.5% | -11.2% |
| 6M | +4.2% | +13.3% | -9.1% | -1.5% |
| YTD | -0.1% | -21.0% | +20.9% | +3.9% |
| 1Y | -3.0% | -34.0% | +30.9% | +6.2% |
| 3Y | +41.8% | +33.1% | +8.7% | +23.2% |
| 5Y | -1.3% | +30.3% | -31.6% | -14.2% |
| 10Y | +126.1% | +205.5% | -79.4% | +62.6% |
| All | +97.8% | +390.3% | -292.5% | +39.9% |
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