+129.8%
PM vs GDDY
+30.8%
+99.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +0.6% |
| 7D | +4.7% | -3.2% | +7.9% | +4.7% |
| 30D | +2.6% | +6.8% | -4.2% | +2.4% |
| 3M | +6.6% | +30.5% | -23.9% | +6.6% |
| 6M | +16.5% | +13.3% | +3.2% | +16.3% |
| YTD | +21.2% | -21.0% | +42.1% | +22.7% |
| 1Y | +17.9% | -34.0% | +51.9% | +20.5% |
| 3Y | +129.8% | +33.1% | +96.8% | +108.4% |
| All | +129.8% | +30.8% | +99.0% | +108.4% |
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 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