+341.8%
PBF vs GDDY
+207.2%
+134.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.2% | +1.0% |
| 7D | +5.3% | -3.2% | +8.5% | +6.2% |
| 30D | +11.7% | +6.8% | +4.9% | +8.5% |
| 3M | +91.1% | +30.5% | +60.6% | +68.1% |
| 6M | +88.4% | +13.3% | +75.1% | +73.0% |
| YTD | +194.1% | -21.0% | +215.0% | +207.1% |
| 1Y | +180.4% | -34.0% | +214.4% | +214.7% |
| 3Y | +59.3% | +33.1% | +26.2% | +24.2% |
| 5Y | +816.3% | +30.3% | +785.9% | +592.1% |
| All | +341.8% | +207.2% | +134.6% | +127.8% |
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