+25.7%
GPN vs GDDY
+207.2%
-181.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.8% |
| 7D | -4.3% | -3.2% | -1.1% | -3.1% |
| 30D | 0.0% | +6.8% | -6.8% | -3.3% |
| 3M | +35.8% | +30.5% | +5.4% | +18.9% |
| 6M | +22.0% | +13.3% | +8.7% | +12.8% |
| YTD | +15.2% | -21.0% | +36.2% | +24.3% |
| 1Y | +3.5% | -34.0% | +37.5% | +21.2% |
| 3Y | -26.9% | +33.1% | -60.0% | -40.5% |
| 5Y | -44.2% | +30.3% | -74.5% | -55.4% |
| All | +25.7% | +207.2% | -181.5% | -32.6% |
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