+157.7%
PEG vs GDDY
+390.3%
-232.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.3% |
| 7D | -0.9% | -3.2% | +2.3% | -0.6% |
| 30D | -3.7% | +6.8% | -10.5% | -4.5% |
| 3M | -7.3% | +30.5% | -37.7% | -10.4% |
| 6M | -10.5% | +13.3% | -23.8% | -12.5% |
| YTD | -7.5% | -21.0% | +13.5% | -5.9% |
| 1Y | -8.7% | -34.0% | +25.3% | -5.2% |
| 3Y | +31.4% | +33.1% | -1.7% | +24.5% |
| 5Y | +37.8% | +30.3% | +7.5% | +29.4% |
| 10Y | +148.0% | +205.5% | -57.5% | +118.8% |
| All | +157.7% | +390.3% | -232.6% | +132.8% |
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 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