+599.1%
XYZ vs GDDY
+207.2%
+391.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -1.3% |
| 7D | -4.3% | -3.2% | -1.1% | -2.1% |
| 30D | +1.2% | +6.8% | -5.6% | -5.6% |
| 3M | +14.6% | +30.5% | -15.8% | -13.5% |
| 6M | +22.6% | +13.3% | +9.2% | +1.8% |
| YTD | +21.7% | -21.0% | +42.7% | +36.2% |
| 1Y | +6.7% | -34.0% | +40.7% | +40.3% |
| 3Y | +46.8% | +33.1% | +13.8% | -0.4% |
| 5Y | -68.0% | +30.3% | -98.4% | -76.6% |
| All | +599.1% | +207.2% | +391.9% | +259.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling