-17.4%
ZBH vs GDDY
+207.2%
-224.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.6% | +0.7% |
| 7D | -4.7% | -3.2% | -1.5% | -4.0% |
| 30D | -4.5% | +6.8% | -11.3% | -6.3% |
| 3M | +7.6% | +30.5% | -22.9% | -0.3% |
| 6M | +0.3% | +13.3% | -13.0% | -4.4% |
| YTD | +4.5% | -21.0% | +25.5% | +8.6% |
| 1Y | -9.4% | -34.0% | +24.6% | -1.3% |
| 3Y | -21.5% | +33.1% | -54.5% | -32.9% |
| 5Y | -28.4% | +30.3% | -58.7% | -39.9% |
| All | -17.4% | +207.2% | -224.6% | -49.1% |
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