+59.3%
PBF vs GDDY
+30.8%
+28.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.2% | +1.5% |
| 7D | +5.3% | -3.2% | +8.5% | +5.5% |
| 30D | +11.7% | +6.8% | +4.9% | +11.1% |
| 3M | +91.1% | +30.5% | +60.6% | +84.3% |
| 6M | +88.4% | +13.3% | +75.1% | +84.2% |
| YTD | +194.1% | -21.0% | +215.0% | +201.5% |
| 1Y | +180.4% | -34.0% | +214.4% | +197.5% |
| 3Y | +59.3% | +33.1% | +26.2% | +55.2% |
| All | +59.3% | +30.8% | +28.5% | +55.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling