+262.8%
BBY vs GDDY
+390.3%
-127.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.9% |
| 3M | +19.3% | +30.5% | -11.1% | +9.0% |
| 6M | +47.9% | +13.3% | +34.6% | +39.4% |
| YTD | +39.6% | -21.0% | +60.5% | +45.5% |
| 1Y | +22.2% | -34.0% | +56.2% | +34.4% |
| 3Y | +45.0% | +33.1% | +11.9% | +23.9% |
| 5Y | +2.6% | +30.3% | -27.8% | -12.7% |
| 10Y | +250.5% | +205.5% | +45.0% | +150.6% |
| All | +262.8% | +390.3% | -127.5% | +157.9% |
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