+172.8%
PR vs GDDY
+203.4%
-30.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -8.3% | +9.6% | +3.8% |
| 7D | -0.6% | -7.6% | +7.0% | +1.7% |
| 30D | +17.4% | +2.0% | +15.4% | +15.9% |
| 3M | +21.8% | +15.1% | +6.7% | +13.0% |
| 6M | +27.6% | -1.1% | +28.7% | +23.6% |
| YTD | +71.4% | -25.1% | +96.6% | +81.8% |
| 1Y | +78.3% | -37.3% | +115.6% | +101.4% |
| 3Y | +85.5% | +24.5% | +60.9% | +55.9% |
| 5Y | +422.7% | +23.5% | +399.1% | +335.2% |
| 10Y | +87.1% | +185.0% | -97.9% | +42.0% |
| All | +172.8% | +203.4% | -30.6% | +104.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling