+39.2%
BKR vs GDDY
-29.3%
+68.6%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | -0.4% |
| 7D | +1.7% | +3.7% | -1.9% | +2.0% |
| 30D | +3.3% | +10.4% | -7.0% | +4.2% |
| 3M | -3.6% | +19.4% | -23.0% | -1.9% |
| 6M | +5.0% | +14.3% | -9.2% | +7.1% |
| YTD | +40.9% | -18.4% | +59.3% | +47.4% |
| 1Y | +39.2% | -30.1% | +69.3% | +48.4% |
| All | +39.2% | -29.3% | +68.6% | +48.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling