-80.6%
PYPL vs GDDY
+29.8%
-110.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | 0.0% |
| 7D | -2.3% | -3.2% | +0.9% | -0.9% |
| 30D | -9.0% | +6.8% | -15.8% | -12.4% |
| 3M | +30.6% | +30.5% | +0.1% | +11.5% |
| 6M | +18.6% | +13.3% | +5.2% | +7.5% |
| YTD | -7.2% | -21.0% | +13.8% | +1.7% |
| 1Y | -19.3% | -34.0% | +14.7% | -2.4% |
| 3Y | -12.3% | +33.1% | -45.4% | -36.9% |
| All | -80.6% | +29.8% | -110.4% | -85.0% |
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 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