+56.7%
BDX vs GDDY
+207.2%
-150.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.5% |
| 7D | -3.2% | -3.2% | 0.0% | -2.7% |
| 30D | -2.5% | +6.8% | -9.4% | -3.8% |
| 3M | +21.4% | +30.5% | -9.1% | +15.5% |
| 6M | +10.4% | +13.3% | -2.9% | +7.1% |
| YTD | +18.8% | -21.0% | +39.8% | +21.8% |
| 1Y | +21.7% | -34.0% | +55.7% | +28.5% |
| 3Y | -10.0% | +33.1% | -43.0% | -17.8% |
| 5Y | -1.8% | +30.3% | -32.1% | -11.6% |
| All | +56.7% | +207.2% | -150.6% | +15.7% |
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