+73.1%
BAC vs GDDY
+29.8%
+43.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.1% |
| 7D | 0.0% | -3.2% | +3.2% | +0.5% |
| 30D | -2.8% | +6.8% | -9.6% | -4.3% |
| 3M | +14.2% | +30.5% | -16.2% | +6.6% |
| 6M | +30.5% | +13.3% | +17.2% | +24.9% |
| YTD | +15.8% | -21.0% | +36.8% | +20.8% |
| 1Y | +26.2% | -34.0% | +60.2% | +37.9% |
| 3Y | +136.5% | +33.1% | +103.5% | +105.8% |
| All | +73.1% | +29.8% | +43.3% | +63.8% |
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