-43.7%
GPN vs GDDY
+29.8%
-73.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.7% |
| 7D | -4.3% | -3.2% | -1.1% | -3.2% |
| 30D | 0.0% | +6.8% | -6.8% | -3.0% |
| 3M | +35.8% | +30.5% | +5.4% | +20.2% |
| 6M | +22.0% | +13.3% | +8.7% | +13.6% |
| YTD | +15.2% | -21.0% | +36.2% | +24.2% |
| 1Y | +3.5% | -34.0% | +37.5% | +20.5% |
| 3Y | -26.9% | +33.1% | -60.0% | -40.3% |
| All | -43.7% | +29.8% | -73.4% | -50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling