+87.0%
PR vs GDDY
-11.8%
+98.8%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +4.3% | -10.8% | -6.4% |
| 7D | -12.1% | +11.1% | -23.2% | -11.7% |
| 30D | +0.9% | +18.6% | -17.7% | +1.6% |
| 3M | +10.1% | +32.8% | -22.7% | +11.9% |
| 6M | +1.1% | +34.0% | -32.9% | +3.1% |
| YTD | +63.7% | -4.6% | +68.3% | +58.8% |
| 1Y | +87.0% | -12.5% | +99.5% | +85.0% |
| All | +87.0% | -11.8% | +98.8% | +85.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling