-55.3%
PODD vs GDDY
+29.8%
-85.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.8% | -3.8% | -2.6% |
| 7D | -10.5% | -3.2% | -7.3% | -9.7% |
| 30D | -9.0% | +6.8% | -15.8% | -11.2% |
| 3M | -11.5% | +30.5% | -42.0% | -20.3% |
| 6M | -44.7% | +13.3% | -58.1% | -48.1% |
| YTD | -53.6% | -21.0% | -32.6% | -50.9% |
| 1Y | -61.0% | -34.0% | -27.0% | -55.9% |
| 3Y | -24.7% | +33.1% | -57.8% | -40.3% |
| All | -55.3% | +29.8% | -85.0% | -64.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling