+83.0%
PL vs GDDY
+18.4%
+64.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +1.0% | -0.5% |
| 7D | -9.3% | +3.7% | -13.0% | -10.5% |
| 30D | -18.9% | +10.4% | -29.3% | -22.0% |
| 3M | -58.4% | +19.4% | -77.8% | -62.5% |
| 6M | -30.3% | +14.3% | -44.6% | -37.1% |
| YTD | -8.1% | -18.4% | +10.2% | -2.6% |
| 1Y | +180.5% | -30.1% | +210.6% | +223.6% |
| 3Y | +444.1% | +39.4% | +404.7% | +327.5% |
| 5Y | +83.0% | +35.2% | +47.9% | +51.1% |
| All | +83.0% | +18.4% | +64.6% | +52.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling