+94.9%
PR vs GDDY
+30.4%
+64.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +1.1% |
| 7D | +6.0% | -0.2% | +6.2% | +6.0% |
| 30D | -4.2% | +10.4% | -14.6% | -5.3% |
| 3M | +10.0% | +13.6% | -3.6% | +8.2% |
| 6M | +15.6% | +33.7% | -18.1% | +10.2% |
| YTD | +68.2% | -8.0% | +76.2% | +74.5% |
| 1Y | +79.2% | -12.9% | +92.1% | +89.0% |
| 3Y | +94.9% | +29.3% | +65.6% | +95.4% |
| All | +94.9% | +30.4% | +64.5% | +95.4% |
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