-67.9%
XYZ vs GDDY
+29.8%
-97.6%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -1.2% |
| 7D | -4.3% | -3.2% | -1.1% | -2.2% |
| 30D | +1.2% | +6.8% | -5.6% | -5.5% |
| 3M | +14.6% | +30.5% | -15.8% | -14.2% |
| 6M | +22.6% | +13.3% | +9.2% | +1.3% |
| YTD | +21.7% | -21.0% | +42.7% | +40.4% |
| 1Y | +6.7% | -34.0% | +40.7% | +48.0% |
| 3Y | +46.8% | +33.1% | +13.8% | -14.1% |
| All | -67.9% | +29.8% | -97.6% | -77.3% |
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