-22.5%
BAX vs GDDY
+381.9%
-404.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.0% | -3.8% | -1.3% |
| 7D | -5.4% | -7.0% | +1.6% | -4.4% |
| 30D | -12.4% | +6.2% | -18.6% | -13.4% |
| 3M | +19.1% | +20.0% | -0.9% | +15.0% |
| 6M | +38.6% | +6.8% | +31.8% | +35.8% |
| YTD | +26.7% | -22.3% | +49.0% | +30.0% |
| 1Y | +1.0% | -33.5% | +34.6% | +6.2% |
| 3Y | -33.9% | +29.2% | -63.1% | -38.3% |
| 5Y | -67.0% | +28.1% | -95.1% | -69.6% |
| 10Y | -37.5% | +200.2% | -237.7% | -49.2% |
| All | -22.5% | +381.9% | -404.3% | -36.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling