+209.9%
BKNG vs GDDY
+201.9%
+8.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.0% | -2.4% | -0.5% |
| 7D | -10.7% | -7.0% | -3.7% | -8.5% |
| 30D | -18.1% | +6.2% | -24.3% | -20.0% |
| 3M | +8.5% | +20.0% | -11.5% | +0.9% |
| 6M | -0.1% | +6.8% | -6.9% | -4.0% |
| YTD | -18.2% | -22.3% | +4.1% | -13.2% |
| 1Y | -19.9% | -33.5% | +13.7% | -10.5% |
| 3Y | +41.6% | +29.2% | +12.4% | +23.1% |
| 5Y | +93.1% | +28.1% | +65.0% | +66.1% |
| All | +209.9% | +201.9% | +8.0% | +93.7% |
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