+46.6%
XYZ vs GDDY
+28.5%
+18.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.4% | -2.1% |
| 7D | -5.2% | -7.0% | +1.8% | -1.3% |
| 30D | 0.0% | +6.2% | -6.2% | -4.4% |
| 3M | +18.7% | +20.0% | -1.4% | +1.1% |
| 6M | +20.5% | +6.8% | +13.7% | +10.0% |
| YTD | +21.5% | -22.3% | +43.8% | +41.8% |
| 1Y | +7.2% | -33.5% | +40.7% | +42.9% |
| All | +46.6% | +28.5% | +18.1% | -3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling