+934.0%
BE vs GDDY
+22.9%
+911.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.0% | -7.0% | -5.5% |
| 7D | +9.7% | -7.0% | +16.7% | +13.0% |
| 30D | +22.4% | +6.2% | +16.2% | +16.5% |
| 3M | +10.4% | +20.0% | -9.7% | -9.5% |
| 6M | +67.9% | +6.8% | +61.0% | +42.6% |
| YTD | +197.5% | -22.3% | +219.8% | +202.1% |
| 1Y | +310.6% | -33.5% | +344.1% | +364.0% |
| 3Y | +1,657.2% | +29.2% | +1,628.0% | +936.0% |
| 5Y | +1,218.2% | +28.1% | +1,190.1% | +676.9% |
| All | +934.0% | +22.9% | +911.1% | +397.7% |
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 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