+368.0%
GDDY vs GPC
+104.2%
+263.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.5% |
| 7D | -8.1% | -0.6% | -7.5% | -7.9% |
| 30D | +2.3% | +1.3% | +1.0% | +1.9% |
| 3M | +14.7% | +37.1% | -22.4% | +3.1% |
| 6M | +2.1% | +23.2% | -21.1% | -5.3% |
| YTD | -24.6% | +13.1% | -37.6% | -28.7% |
| 1Y | -37.1% | +0.9% | -38.0% | -38.2% |
| 3Y | +25.5% | -0.8% | +26.3% | +19.8% |
| 5Y | +24.2% | +31.1% | -6.9% | +4.5% |
| 10Y | +191.6% | +87.4% | +104.2% | +93.8% |
| All | +368.0% | +104.2% | +263.8% | +155.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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