+72.9%
PBR vs GDDY
-11.8%
+84.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +4.3% | -11.3% | -6.7% |
| 7D | -11.0% | +11.1% | -22.0% | -10.4% |
| 30D | -18.8% | +18.6% | -37.4% | -17.9% |
| 3M | +7.8% | +32.8% | -25.0% | +10.5% |
| 6M | -7.6% | +34.0% | -41.6% | -4.4% |
| YTD | +72.7% | -4.6% | +77.3% | +65.1% |
| 1Y | +72.9% | -12.5% | +85.4% | +63.8% |
| All | +72.9% | -11.8% | +84.8% | +63.8% |
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 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