+1,726.2%
BE vs GDDY
+30.8%
+1,695.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.8% | +4.9% | +7.0% |
| 7D | +9.0% | -3.2% | +12.2% | +8.7% |
| 30D | +16.3% | +6.8% | +9.5% | +17.8% |
| 3M | +10.8% | +30.5% | -19.7% | +13.3% |
| 6M | +73.2% | +13.3% | +59.9% | +77.2% |
| YTD | +217.4% | -21.0% | +238.3% | +251.5% |
| 1Y | +309.8% | -34.0% | +343.8% | +385.6% |
| 3Y | +1,726.2% | +33.1% | +1,693.1% | +1,176.5% |
| All | +1,726.2% | +30.8% | +1,695.4% | +1,176.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling