+392.9%
BAC vs GDDY
+207.2%
+185.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.3% |
| 7D | 0.0% | -3.2% | +3.2% | +0.8% |
| 30D | -2.8% | +6.8% | -9.6% | -5.0% |
| 3M | +14.2% | +30.5% | -16.2% | +4.0% |
| 6M | +30.5% | +13.3% | +17.2% | +22.8% |
| YTD | +15.8% | -21.0% | +36.8% | +20.6% |
| 1Y | +26.2% | -34.0% | +60.2% | +38.8% |
| 3Y | +136.5% | +33.1% | +103.5% | +101.1% |
| 5Y | +75.9% | +30.3% | +45.6% | +46.9% |
| All | +392.9% | +207.2% | +185.7% | +199.4% |
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