-12.3%
PYPL vs GDDY
+30.8%
-43.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.2% |
| 7D | -2.3% | -3.2% | +0.9% | -1.3% |
| 30D | -9.0% | +6.8% | -15.8% | -11.4% |
| 3M | +30.6% | +30.5% | +0.1% | +16.7% |
| 6M | +18.6% | +13.3% | +5.2% | +10.7% |
| YTD | -7.2% | -21.0% | +13.8% | -0.2% |
| 1Y | -19.3% | -34.0% | +14.7% | -7.0% |
| 3Y | -12.3% | +33.1% | -45.4% | -25.9% |
| All | -12.3% | +30.8% | -43.1% | -25.9% |
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 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