+1,660.3%
PLTR vs GDDY
+29.4%
+1,630.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -0.9% | -0.2% |
| 7D | -4.1% | -3.2% | -0.9% | -2.6% |
| 30D | -2.2% | +6.8% | -9.0% | -6.6% |
| 3M | +27.6% | +30.5% | -2.9% | +4.8% |
| 6M | +10.3% | +13.3% | -3.0% | -2.3% |
| YTD | -5.9% | -21.0% | +15.0% | +3.6% |
| 1Y | +1.7% | -34.0% | +35.7% | +26.1% |
| 3Y | +959.1% | +33.1% | +926.0% | +619.9% |
| 5Y | +536.3% | +30.3% | +506.0% | +358.4% |
| All | +1,660.3% | +29.4% | +1,630.9% | +1,121.4% |
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 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