+111.0%
PBF vs GDDY
-11.8%
+122.8%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +4.3% | -11.0% | -6.3% |
| 7D | -0.9% | +11.1% | -12.0% | -0.1% |
| 30D | -13.7% | +18.6% | -32.3% | -12.6% |
| 3M | +10.6% | +32.8% | -22.2% | +13.1% |
| 6M | +61.2% | +34.0% | +27.1% | +63.9% |
| YTD | +172.7% | -4.6% | +177.4% | +125.4% |
| 1Y | +111.0% | -12.5% | +123.5% | +77.3% |
| All | +111.0% | -11.8% | +122.8% | +77.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling