+171.0%
PR vs GDDY
+203.4%
-32.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -8.3% | +8.9% | +3.2% |
| 7D | -1.2% | -7.6% | +6.4% | +1.0% |
| 30D | +16.6% | +2.0% | +14.6% | +15.2% |
| 3M | +21.0% | +15.1% | +5.9% | +12.3% |
| 6M | +26.8% | -1.1% | +27.9% | +22.8% |
| YTD | +70.3% | -25.1% | +95.5% | +80.6% |
| 1Y | +77.2% | -37.3% | +114.4% | +100.1% |
| 3Y | +84.3% | +24.5% | +59.7% | +54.9% |
| 5Y | +419.2% | +23.5% | +395.7% | +332.5% |
| 10Y | +85.9% | +185.0% | -99.1% | +41.1% |
| All | +171.0% | +203.4% | -32.4% | +102.9% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling