-21.9%
PINS vs GDDY
+26.6%
-48.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.3% | +0.3% |
| 7D | -6.6% | -3.2% | -3.4% | -5.0% |
| 30D | -16.8% | +6.8% | -23.6% | -21.2% |
| 3M | -11.4% | +30.5% | -41.9% | -28.7% |
| 6M | -1.7% | +13.3% | -15.0% | -14.1% |
| YTD | -26.4% | -21.0% | -5.5% | -19.2% |
| 1Y | -45.5% | -34.0% | -11.5% | -32.0% |
| 3Y | -31.7% | +33.1% | -64.8% | -53.0% |
| 5Y | -64.9% | +30.3% | -95.2% | -75.1% |
| All | -21.9% | +26.6% | -48.5% | -46.6% |
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