+75.8%
BA vs GDDY
+207.2%
-131.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.8% | +1.0% | +2.1% |
| 7D | -0.8% | -3.2% | +2.4% | +0.2% |
| 30D | -9.0% | +6.8% | -15.8% | -12.0% |
| 3M | -5.0% | +30.5% | -35.5% | -16.8% |
| 6M | -1.7% | +13.3% | -15.0% | -10.0% |
| YTD | -3.1% | -21.0% | +17.9% | +2.3% |
| 1Y | -4.3% | -34.0% | +29.7% | +9.1% |
| 3Y | -0.3% | +33.1% | -33.3% | -22.0% |
| 5Y | +0.1% | +30.3% | -30.3% | -23.1% |
| All | +75.8% | +207.2% | -131.5% | +1.3% |
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