+30.2%
BAC vs GDDY
+5.5%
+24.6%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.0% | -3.1% | -0.2% |
| 7D | -0.3% | -7.0% | +6.8% | -0.1% |
| 30D | -1.8% | +6.2% | -8.0% | -1.8% |
| 3M | +15.3% | +20.0% | -4.8% | +14.3% |
| 6M | +30.2% | +6.8% | +23.3% | +30.2% |
| All | +30.2% | +5.5% | +24.6% | +30.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling