+507.5%
XYZ vs GDDY
+192.9%
+314.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.6% | -1.5% |
| 7D | -3.7% | -8.1% | +4.4% | +2.4% |
| 30D | +0.5% | +2.3% | -1.8% | -2.5% |
| 3M | +16.3% | +14.7% | +1.5% | -1.2% |
| 6M | +21.1% | +2.1% | +19.1% | +11.1% |
| YTD | +22.0% | -24.6% | +46.5% | +40.8% |
| 1Y | +5.2% | -37.1% | +42.3% | +41.1% |
| 3Y | +49.6% | +25.5% | +24.1% | +11.4% |
| 5Y | -68.4% | +24.2% | -92.7% | -74.9% |
| 10Y | +604.5% | +191.6% | +412.9% | +325.6% |
| All | +507.5% | +192.9% | +314.6% | +248.5% |
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