+40.1%
PYPL vs GDDY
+207.2%
-167.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | -0.1% |
| 7D | -2.3% | -3.2% | +0.9% | -0.8% |
| 30D | -9.0% | +6.8% | -15.8% | -12.7% |
| 3M | +30.6% | +30.5% | +0.1% | +10.3% |
| 6M | +18.6% | +13.3% | +5.2% | +6.7% |
| YTD | -7.2% | -21.0% | +13.8% | +0.8% |
| 1Y | -19.3% | -34.0% | +14.7% | -3.3% |
| 3Y | -12.3% | +33.1% | -45.4% | -33.3% |
| 5Y | -80.9% | +30.3% | -111.2% | -85.5% |
| All | +40.1% | +207.2% | -167.1% | -25.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling