-10.1%
ZBH vs GDDY
+390.3%
-400.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.6% | +0.8% |
| 7D | -4.7% | -3.2% | -1.5% | -4.1% |
| 30D | -4.5% | +6.8% | -11.3% | -6.0% |
| 3M | +7.6% | +30.5% | -22.9% | +1.0% |
| 6M | +0.3% | +13.3% | -13.0% | -3.6% |
| YTD | +4.5% | -21.0% | +25.5% | +7.9% |
| 1Y | -9.4% | -34.0% | +24.6% | -2.8% |
| 3Y | -21.5% | +33.1% | -54.5% | -30.4% |
| 5Y | -28.4% | +30.3% | -58.7% | -37.2% |
| 10Y | -16.5% | +205.5% | -222.1% | -37.1% |
| All | -10.1% | +390.3% | -400.4% | -32.1% |
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 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