+469.4%
PWR vs GDDY
+29.8%
+439.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.8% | +3.4% | +4.9% |
| 7D | +4.2% | -3.2% | +7.4% | +4.6% |
| 30D | -4.0% | +6.8% | -10.9% | -5.5% |
| 3M | -4.8% | +30.5% | -35.2% | -12.3% |
| 6M | +14.6% | +13.3% | +1.3% | +8.0% |
| YTD | +54.2% | -21.0% | +75.2% | +63.0% |
| 1Y | +67.1% | -34.0% | +101.1% | +88.9% |
| 3Y | +218.5% | +33.1% | +185.4% | +176.7% |
| All | +469.4% | +29.8% | +439.7% | +432.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling