+75.3%
PEP vs GDDY
+207.2%
-132.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.5% |
| 7D | -1.0% | -3.2% | +2.2% | -0.6% |
| 30D | -0.7% | +6.8% | -7.5% | -1.6% |
| 3M | -4.1% | +30.5% | -34.6% | -7.7% |
| 6M | -13.1% | +13.3% | -26.4% | -15.2% |
| YTD | -2.1% | -21.0% | +18.8% | -0.2% |
| 1Y | -1.7% | -34.0% | +32.3% | +2.7% |
| 3Y | -15.1% | +33.1% | -48.2% | -22.2% |
| 5Y | +3.1% | +30.3% | -27.2% | -6.8% |
| All | +75.3% | +207.2% | -132.0% | +34.4% |
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