+31.0%
PL vs GDDY
+60.8%
-29.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.1% |
| 7D | +10.0% | -0.2% | +10.3% | +10.0% |
| 30D | -2.3% | +10.4% | -12.7% | -6.7% |
| 3M | -44.2% | +13.6% | -57.8% | -47.7% |
| 6M | -66.1% | +33.7% | -99.8% | -71.7% |
| YTD | -30.0% | -8.0% | -21.9% | -29.4% |
| 1Y | +21.0% | -12.9% | +34.0% | +25.8% |
| 3Y | +516.5% | +29.3% | +487.2% | +385.0% |
| All | +31.0% | +60.8% | -29.8% | -7.4% |
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