+218.5%
PWR vs GDDY
+30.8%
+187.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.8% | +3.4% | +5.1% |
| 7D | +4.2% | -3.2% | +7.4% | +4.3% |
| 30D | -4.0% | +6.8% | -10.9% | -4.4% |
| 3M | -4.8% | +30.5% | -35.2% | -9.0% |
| 6M | +14.6% | +13.3% | +1.3% | +11.1% |
| YTD | +54.2% | -21.0% | +75.2% | +67.4% |
| 1Y | +67.1% | -34.0% | +101.1% | +94.6% |
| 3Y | +218.5% | +33.1% | +185.4% | +208.0% |
| All | +218.5% | +30.8% | +187.7% | +208.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling