-9.8%
GDDY vs PPG
+33.8%
-43.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.1% | +4.7% | +1.8% |
| 7D | +13.4% | +2.7% | +10.7% | +13.1% |
| 30D | +22.3% | +15.7% | +6.6% | +20.7% |
| 3M | +30.9% | +4.1% | +26.8% | +30.5% |
| 6M | +37.3% | +17.3% | +20.0% | +36.6% |
| YTD | -3.2% | +22.5% | -25.7% | -5.9% |
| 1Y | -9.8% | +31.4% | -41.2% | -16.1% |
| All | -9.8% | +33.8% | -43.6% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 1y: compounded portfolio wealth divided by compounded PPG 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…
1y analysis · Full analysis span regression · 6 months rolling