+66.2%
PWR vs GDDY
-29.3%
+95.5%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +0.1% |
| 7D | +3.6% | +3.7% | -0.1% | +4.6% |
| 30D | -8.6% | +10.4% | -19.0% | -5.8% |
| 3M | -13.2% | +19.4% | -32.6% | -8.1% |
| 6M | +9.9% | +14.3% | -4.4% | +16.2% |
| YTD | +48.0% | -18.4% | +66.4% | +55.8% |
| 1Y | +66.2% | -30.1% | +96.3% | +79.4% |
| All | +66.2% | -29.3% | +95.5% | +79.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling