+120.2%
BKR vs GDDY
+207.2%
-87.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.3% | -1.0% |
| 7D | -7.0% | -3.2% | -3.8% | -6.4% |
| 30D | -8.1% | +6.8% | -14.9% | -10.2% |
| 3M | -6.6% | +30.5% | -37.1% | -15.2% |
| 6M | +0.9% | +13.3% | -12.5% | -5.5% |
| YTD | +31.1% | -21.0% | +52.1% | +36.0% |
| 1Y | +27.7% | -34.0% | +61.7% | +40.2% |
| 3Y | +71.2% | +33.1% | +38.2% | +44.2% |
| 5Y | +177.6% | +30.3% | +147.3% | +127.9% |
| All | +120.2% | +207.2% | -87.1% | +42.5% |
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