+32.8%
PFE vs GDDY
+207.2%
-174.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | +0.1% |
| 7D | -2.6% | -3.2% | +0.6% | -2.2% |
| 30D | +5.4% | +6.8% | -1.4% | +4.5% |
| 3M | +7.8% | +30.5% | -22.7% | +4.0% |
| 6M | +5.0% | +13.3% | -8.3% | +2.7% |
| YTD | +17.1% | -21.0% | +38.0% | +19.2% |
| 1Y | +19.3% | -34.0% | +53.3% | +24.1% |
| 3Y | -0.9% | +33.1% | -34.0% | -7.8% |
| 5Y | -20.8% | +30.3% | -51.1% | -26.9% |
| All | +32.8% | +207.2% | -174.4% | +10.0% |
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