+89.2%
PR vs GDDY
+24.8%
+64.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.2% |
| 7D | -0.8% | -8.1% | +7.3% | -0.1% |
| 30D | +11.3% | +2.3% | +9.0% | +10.8% |
| 3M | +24.1% | +14.7% | +9.3% | +20.4% |
| 6M | +25.4% | +2.1% | +23.3% | +23.7% |
| YTD | +71.2% | -24.6% | +95.8% | +80.5% |
| 1Y | +78.6% | -37.1% | +115.7% | +97.5% |
| All | +89.2% | +24.8% | +64.4% | +94.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling