+144.7%
PG vs GDDY
+390.3%
-245.7%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.1% |
| 3M | -1.3% | +30.5% | -31.8% | -4.2% |
| 6M | -3.8% | +13.3% | -17.1% | -5.7% |
| YTD | +3.6% | -21.0% | +24.6% | +5.1% |
| 1Y | -5.7% | -34.0% | +28.3% | -2.6% |
| 3Y | +1.6% | +33.1% | -31.5% | -3.3% |
| 5Y | +14.6% | +30.3% | -15.7% | +8.3% |
| 10Y | +121.2% | +205.5% | -84.3% | +93.2% |
| All | +144.7% | +390.3% | -245.7% | +111.0% |
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 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