+79.2%
PR vs GDDY
-13.9%
+93.1%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +1.3% |
| 7D | +6.0% | -0.2% | +6.2% | +6.0% |
| 30D | -4.2% | +10.4% | -14.6% | -3.8% |
| 3M | +10.0% | +13.6% | -3.6% | +10.6% |
| 6M | +15.6% | +33.7% | -18.1% | +17.6% |
| YTD | +68.2% | -8.0% | +76.2% | +60.9% |
| 1Y | +79.2% | -12.9% | +92.1% | +74.3% |
| All | +79.2% | -13.9% | +93.1% | +74.3% |
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