+104.7%
GPN vs GDDY
+390.3%
-285.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.7% |
| 3M | +35.8% | +30.5% | +5.4% | +21.6% |
| 6M | +22.0% | +13.3% | +8.7% | +14.5% |
| YTD | +15.2% | -21.0% | +36.2% | +22.8% |
| 1Y | +3.5% | -34.0% | +37.5% | +18.0% |
| 3Y | -26.9% | +33.1% | -60.0% | -37.4% |
| 5Y | -44.2% | +30.3% | -74.5% | -52.6% |
| 10Y | +27.3% | +205.5% | -178.2% | -12.0% |
| All | +104.7% | +390.3% | -285.6% | +39.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling