+400.8%
PSX vs GDDY
+390.3%
+10.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | 0.0% |
| 7D | +1.7% | -3.2% | +4.9% | +2.3% |
| 30D | +15.6% | +6.8% | +8.8% | +13.5% |
| 3M | +46.5% | +30.5% | +16.0% | +35.7% |
| 6M | +55.0% | +13.3% | +41.7% | +47.5% |
| YTD | +105.3% | -21.0% | +126.2% | +111.7% |
| 1Y | +101.6% | -34.0% | +135.6% | +117.2% |
| 3Y | +134.1% | +33.1% | +101.1% | +105.9% |
| 5Y | +368.7% | +30.3% | +338.4% | +305.2% |
| 10Y | +384.1% | +205.5% | +178.6% | +249.3% |
| All | +400.8% | +390.3% | +10.4% | +245.3% |
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