+506.3%
PL vs GDDY
+24.8%
+481.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.1% | -3.4% |
| 7D | -13.9% | -8.1% | -5.7% | -12.6% |
| 30D | -25.5% | +2.3% | -27.8% | -26.0% |
| 3M | -44.8% | +14.7% | -59.5% | -48.0% |
| 6M | -33.3% | +2.1% | -35.4% | -35.2% |
| YTD | -12.7% | -24.6% | +11.9% | -2.6% |
| 1Y | +90.9% | -37.1% | +128.0% | +135.7% |
| All | +506.3% | +24.8% | +481.5% | +444.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling