+1.3%
BBY vs GDDY
+29.8%
-28.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.8% | +1.3% | +2.6% |
| 7D | +0.6% | -3.2% | +3.8% | +1.4% |
| 30D | +9.4% | +6.8% | +2.6% | +7.0% |
| 3M | +19.3% | +30.5% | -11.1% | +9.2% |
| 6M | +47.9% | +13.3% | +34.6% | +39.6% |
| YTD | +39.6% | -21.0% | +60.5% | +47.4% |
| 1Y | +22.2% | -34.0% | +56.2% | +37.1% |
| 3Y | +45.0% | +33.1% | +11.9% | +14.7% |
| All | +1.3% | +29.8% | -28.5% | -19.3% |
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