+171.6%
BKR vs GDDY
+29.8%
+141.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.3% | -0.8% |
| 7D | -7.0% | -3.2% | -3.8% | -6.7% |
| 30D | -8.1% | +6.8% | -14.9% | -9.2% |
| 3M | -6.6% | +30.5% | -37.1% | -11.6% |
| 6M | +0.9% | +13.3% | -12.5% | -2.6% |
| YTD | +31.1% | -21.0% | +52.1% | +36.4% |
| 1Y | +27.7% | -34.0% | +61.7% | +38.7% |
| 3Y | +71.2% | +33.1% | +38.2% | +54.5% |
| All | +171.6% | +29.8% | +141.8% | +155.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling