-10.6%
BITO vs GDDY
+40.1%
-50.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.5% |
| 7D | -3.4% | -3.2% | -0.2% | -2.6% |
| 30D | +21.4% | +6.8% | +14.6% | +18.5% |
| 3M | +20.5% | +30.5% | -10.0% | +8.3% |
| 6M | +7.4% | +13.3% | -5.9% | +0.2% |
| YTD | -13.9% | -21.0% | +7.1% | -7.5% |
| 1Y | -35.1% | -34.0% | -1.1% | -24.4% |
| 3Y | +156.8% | +33.1% | +123.8% | +99.1% |
| All | -10.6% | +40.1% | -50.7% | -29.3% |
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 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