+116.1%
PG vs GDDY
+207.2%
-91.1%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.2% | +1.4% |
| 7D | -0.8% | -3.2% | +2.4% | -0.5% |
| 30D | +0.8% | +6.8% | -6.0% | 0.0% |
| 3M | -1.3% | +30.5% | -31.8% | -4.7% |
| 6M | -3.8% | +13.3% | -17.1% | -5.9% |
| YTD | +3.6% | -21.0% | +24.6% | +5.4% |
| 1Y | -5.7% | -34.0% | +28.3% | -2.0% |
| 3Y | +1.6% | +33.1% | -31.5% | -4.4% |
| 5Y | +14.6% | +30.3% | -15.7% | +6.8% |
| All | +116.1% | +207.2% | -91.1% | +72.1% |
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