+336.9%
PM vs GDDY
+381.9%
-45.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.0% | -0.8% | +1.9% |
| 7D | +1.9% | -7.0% | +8.9% | +2.7% |
| 30D | +1.9% | +6.2% | -4.3% | +1.1% |
| 3M | +4.6% | +20.0% | -15.5% | +2.1% |
| 6M | +11.7% | +6.8% | +4.8% | +10.0% |
| YTD | +20.4% | -22.3% | +42.7% | +22.7% |
| 1Y | +19.0% | -33.5% | +52.5% | +23.5% |
| 3Y | +130.4% | +29.2% | +101.2% | +115.9% |
| 5Y | +131.5% | +28.1% | +103.4% | +114.5% |
| 10Y | +218.7% | +200.2% | +18.4% | +163.4% |
| All | +336.9% | +381.9% | -45.0% | +256.5% |
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