+2.3%
BKR vs GDDY
-14.3%
+16.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -4.8% | +8.4% | +3.0% |
| 7D | -13.3% | -2.4% | -10.9% | -13.5% |
| 30D | -13.6% | +17.7% | -31.3% | -12.1% |
| 3M | -23.4% | +26.6% | -50.0% | -21.4% |
| 6M | -27.9% | +34.2% | -62.2% | -25.1% |
| YTD | +6.3% | -7.8% | +14.1% | +10.2% |
| 1Y | +2.3% | -14.0% | +16.3% | +8.9% |
| All | +2.3% | -14.3% | +16.6% | +8.9% |
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 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