+39.9%
BKNG vs GDDY
+30.8%
+9.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.5% |
| 7D | -9.8% | -3.2% | -6.6% | -8.9% |
| 30D | -17.9% | +6.8% | -24.7% | -19.6% |
| 3M | +6.6% | +30.5% | -23.9% | -2.5% |
| 6M | +1.1% | +13.3% | -12.2% | -4.3% |
| YTD | -18.2% | -21.0% | +2.7% | -14.5% |
| 1Y | -20.2% | -34.0% | +13.8% | -12.3% |
| 3Y | +39.9% | +33.1% | +6.8% | +29.9% |
| All | +39.9% | +30.8% | +9.1% | +29.9% |
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