+333.8%
PLD vs GDDY
+368.0%
-34.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.2% |
| 7D | -0.7% | -8.1% | +7.4% | +1.1% |
| 30D | -2.2% | +2.3% | -4.5% | -3.1% |
| 3M | -7.4% | +14.7% | -22.1% | -11.4% |
| 6M | +1.9% | +2.1% | -0.2% | -0.5% |
| YTD | +7.9% | -24.6% | +32.5% | +12.5% |
| 1Y | +25.1% | -37.1% | +62.2% | +36.2% |
| 3Y | +21.9% | +25.5% | -3.6% | +9.1% |
| 5Y | +16.3% | +24.2% | -7.9% | +3.1% |
| 10Y | +249.9% | +191.6% | +58.3% | +170.7% |
| All | +333.8% | +368.0% | -34.2% | +231.9% |
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