+66.2%
PL vs GDDY
+14.6%
+51.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.2% | -2.0% |
| 7D | -9.2% | -3.2% | -6.0% | -8.4% |
| 30D | -32.9% | +6.8% | -39.7% | -34.8% |
| 3M | -51.9% | +30.5% | -82.3% | -58.3% |
| 6M | -35.3% | +13.3% | -48.7% | -41.6% |
| YTD | -16.6% | -21.0% | +4.4% | -10.8% |
| 1Y | +70.1% | -34.0% | +104.1% | +100.2% |
| 3Y | +479.2% | +33.1% | +446.2% | +363.3% |
| 5Y | +65.9% | +30.3% | +35.6% | +38.2% |
| All | +66.2% | +14.6% | +51.6% | +39.2% |
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