+97.5%
PR vs GDDY
+207.2%
-109.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.4% | -0.2% |
| 7D | +1.8% | -3.2% | +5.0% | +2.7% |
| 30D | +10.9% | +6.8% | +4.1% | +7.8% |
| 3M | +24.5% | +30.5% | -5.9% | +10.4% |
| 6M | +25.0% | +13.3% | +11.7% | +15.3% |
| YTD | +72.4% | -21.0% | +93.3% | +80.0% |
| 1Y | +77.2% | -34.0% | +111.2% | +98.2% |
| 3Y | +90.5% | +33.1% | +57.4% | +54.6% |
| 5Y | +423.5% | +30.3% | +393.2% | +322.5% |
| All | +97.5% | +207.2% | -109.7% | +41.7% |
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