+88.2%
PPL vs GDDY
+470.6%
-382.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +1.1% |
| 7D | -0.4% | -0.2% | -0.1% | -0.3% |
| 30D | +2.6% | +10.4% | -7.8% | +1.4% |
| 3M | +0.8% | +13.6% | -12.7% | -1.0% |
| 6M | +1.4% | +33.7% | -32.2% | -2.9% |
| YTD | +4.3% | -8.0% | +12.3% | +4.1% |
| 1Y | +0.8% | -12.9% | +13.7% | +1.2% |
| 3Y | +57.9% | +29.3% | +28.6% | +49.1% |
| 5Y | +48.3% | +60.8% | -12.5% | +34.4% |
| 10Y | +66.4% | +244.4% | -178.0% | +38.1% |
| All | +88.2% | +470.6% | -382.4% | +55.2% |
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