+390.3%
GDDY vs PPG
+16.9%
+373.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.3% | +1.6% |
| 7D | -3.2% | -6.2% | +3.0% | -0.6% |
| 30D | +6.8% | -7.9% | +14.7% | +10.4% |
| 3M | +30.5% | -10.2% | +40.7% | +36.1% |
| 6M | +13.3% | +2.7% | +10.7% | +10.5% |
| YTD | -21.0% | +4.9% | -25.8% | -24.2% |
| 1Y | -34.0% | -3.2% | -30.8% | -34.6% |
| 3Y | +33.1% | -17.0% | +50.1% | +38.2% |
| 5Y | +30.3% | -23.3% | +53.7% | +36.8% |
| 10Y | +205.5% | +26.4% | +179.1% | +127.0% |
| All | +390.3% | +16.9% | +373.5% | +265.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling