+397.9%
PR vs GDDY
+29.8%
+368.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.4% | -0.1% |
| 7D | +1.8% | -3.2% | +5.0% | +2.5% |
| 30D | +10.9% | +6.8% | +4.1% | +8.4% |
| 3M | +24.5% | +30.5% | -5.9% | +12.2% |
| 6M | +25.0% | +13.3% | +11.7% | +16.7% |
| YTD | +72.4% | -21.0% | +93.3% | +82.6% |
| 1Y | +77.2% | -34.0% | +111.2% | +101.7% |
| 3Y | +90.5% | +33.1% | +57.4% | +49.1% |
| All | +397.9% | +29.8% | +368.1% | +337.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling