+845.1%
PH vs GDDY
+381.9%
+463.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.0% | -4.6% | -2.4% |
| 7D | -3.1% | -7.0% | +3.9% | -1.3% |
| 30D | -11.8% | +6.2% | -18.0% | -13.8% |
| 3M | +6.9% | +20.0% | -13.1% | -1.0% |
| 6M | -1.3% | +6.8% | -8.1% | -6.3% |
| YTD | +7.0% | -22.3% | +29.3% | +11.4% |
| 1Y | +23.1% | -33.5% | +56.6% | +34.8% |
| 3Y | +135.4% | +29.2% | +106.2% | +103.6% |
| 5Y | +250.3% | +28.1% | +222.3% | +198.2% |
| 10Y | +798.0% | +200.2% | +597.8% | +536.4% |
| All | +845.1% | +381.9% | +463.3% | +561.9% |
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