-39.3%
BAX vs GDDY
+207.2%
-246.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.3% | -1.9% |
| 7D | -7.9% | -3.2% | -4.7% | -7.4% |
| 30D | -11.7% | +6.8% | -18.5% | -12.9% |
| 3M | +16.2% | +30.5% | -14.3% | +10.1% |
| 6M | +32.0% | +13.3% | +18.7% | +27.6% |
| YTD | +24.7% | -21.0% | +45.7% | +28.1% |
| 1Y | -2.6% | -34.0% | +31.4% | +3.2% |
| 3Y | -35.0% | +33.1% | -68.0% | -40.6% |
| 5Y | -67.6% | +30.3% | -97.9% | -70.7% |
| All | -39.3% | +207.2% | -246.5% | -56.8% |
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 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