+54.1%
PPL vs GDDY
+207.2%
-153.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.1% | -0.6% |
| 7D | -2.1% | -3.2% | +1.1% | -1.8% |
| 30D | -3.1% | +6.8% | -9.9% | -4.1% |
| 3M | -3.1% | +30.5% | -33.6% | -7.1% |
| 6M | -8.0% | +13.3% | -21.3% | -10.5% |
| YTD | -0.3% | -21.0% | +20.6% | +1.8% |
| 1Y | -2.2% | -34.0% | +31.8% | +2.6% |
| 3Y | +50.4% | +33.1% | +17.3% | +38.7% |
| 5Y | +36.9% | +30.3% | +6.6% | +24.7% |
| All | +54.1% | +207.2% | -153.2% | +17.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling