+39.5%
PFE vs GDDY
+368.0%
-328.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | -4.3% | -8.1% | +3.8% | -3.5% |
| 30D | +2.7% | +2.3% | +0.4% | +2.4% |
| 3M | +10.0% | +14.7% | -4.8% | +7.9% |
| 6M | +7.2% | +2.1% | +5.1% | +6.2% |
| YTD | +17.3% | -24.6% | +41.9% | +19.7% |
| 1Y | +20.3% | -37.1% | +57.4% | +25.1% |
| 3Y | -1.6% | +25.5% | -27.1% | -6.7% |
| 5Y | -21.4% | +24.2% | -45.6% | -26.0% |
| 10Y | +35.2% | +191.6% | -156.3% | +16.8% |
| All | +39.5% | +368.0% | -328.5% | +20.5% |
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