+100.5%
PSA vs GDDY
+207.2%
-106.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.1% | +0.4% |
| 7D | -1.8% | -3.2% | +1.4% | -1.4% |
| 30D | -8.4% | +6.8% | -15.2% | -9.5% |
| 3M | -7.8% | +30.5% | -38.3% | -12.2% |
| 6M | +0.8% | +13.3% | -12.5% | -2.4% |
| YTD | +16.5% | -21.0% | +37.5% | +19.4% |
| 1Y | +4.7% | -34.0% | +38.7% | +10.6% |
| 3Y | +21.1% | +33.1% | -12.0% | +11.4% |
| 5Y | +14.2% | +30.3% | -16.1% | +4.6% |
| All | +100.5% | +207.2% | -106.7% | +66.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling