+32.4%
PWR vs GDDY
-11.8%
+44.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.7% | +4.3% | -15.9% | -10.3% |
| 7D | -4.4% | +11.1% | -15.4% | -0.9% |
| 30D | -15.1% | +18.6% | -33.7% | -10.0% |
| 3M | -16.2% | +32.8% | -49.1% | -7.6% |
| 6M | -23.3% | +34.0% | -57.4% | -13.8% |
| YTD | +37.6% | -4.6% | +42.3% | +46.0% |
| 1Y | +32.4% | -12.5% | +44.9% | +41.6% |
| All | +32.4% | -11.8% | +44.2% | +41.6% |
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