+46.9%
PM vs GDDY
-11.8%
+58.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.3% | -2.7% | +1.6% |
| 7D | +4.3% | +11.1% | -6.8% | +4.3% |
| 30D | +11.5% | +18.6% | -7.2% | +11.4% |
| 3M | +13.0% | +32.8% | -19.8% | +13.2% |
| 6M | +25.9% | +34.0% | -8.1% | +26.4% |
| YTD | +34.0% | -4.6% | +38.6% | +33.0% |
| 1Y | +46.9% | -12.5% | +59.4% | +48.4% |
| All | +46.9% | -11.8% | +58.7% | +48.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling