+959.1%
PLTR vs GDDY
+30.8%
+928.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -0.9% | +0.2% |
| 7D | -4.1% | -3.2% | -0.9% | -3.1% |
| 30D | -2.2% | +6.8% | -9.0% | -5.0% |
| 3M | +27.6% | +30.5% | -2.9% | +12.1% |
| 6M | +10.3% | +13.3% | -3.0% | +2.4% |
| YTD | -5.9% | -21.0% | +15.0% | +3.2% |
| 1Y | +1.7% | -34.0% | +35.7% | +22.4% |
| 3Y | +959.1% | +33.1% | +926.0% | +588.8% |
| All | +959.1% | +30.8% | +928.3% | +588.8% |
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