+9.8%
BAX vs GDDY
-29.3%
+39.1%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.3% | +1.4% |
| 7D | -1.1% | +3.7% | -4.8% | -1.7% |
| 30D | -5.5% | +10.4% | -15.8% | -7.0% |
| 3M | +33.5% | +19.4% | +14.1% | +28.5% |
| 6M | +35.9% | +14.3% | +21.6% | +30.3% |
| YTD | +35.4% | -18.4% | +53.7% | +34.3% |
| 1Y | +9.8% | -30.1% | +39.8% | +11.0% |
| All | +9.8% | -29.3% | +39.1% | +11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling