-24.7%
PODD vs GDDY
+30.8%
-55.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.8% | -3.8% | -2.5% |
| 7D | -10.5% | -3.2% | -7.3% | -9.8% |
| 30D | -9.0% | +6.8% | -15.8% | -10.9% |
| 3M | -11.5% | +30.5% | -42.0% | -19.3% |
| 6M | -44.7% | +13.3% | -58.1% | -47.7% |
| YTD | -53.6% | -21.0% | -32.6% | -50.8% |
| 1Y | -61.0% | -34.0% | -27.0% | -56.0% |
| 3Y | -24.7% | +33.1% | -57.8% | -58.6% |
| All | -24.7% | +30.8% | -55.5% | -58.6% |
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