+65.8%
PL vs GDDY
+29.8%
+36.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -34.9% |
| 3M | -51.9% | +30.5% | -82.3% | -58.7% |
| 6M | -35.3% | +13.3% | -48.7% | -42.0% |
| YTD | -16.6% | -21.0% | +4.4% | -10.3% |
| 1Y | +70.1% | -34.0% | +104.1% | +102.7% |
| 3Y | +479.2% | +33.1% | +446.2% | +344.6% |
| All | +65.8% | +29.8% | +36.1% | +33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling