+60.7%
BMY vs GDDY
+207.2%
-146.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -1.9% | -0.4% |
| 7D | -4.8% | -3.2% | -1.6% | -4.4% |
| 30D | -0.1% | +6.8% | -6.9% | -1.1% |
| 3M | +13.1% | +30.5% | -17.4% | +8.2% |
| 6M | +8.4% | +13.3% | -4.9% | +5.4% |
| YTD | +22.0% | -21.0% | +42.9% | +24.7% |
| 1Y | +40.3% | -34.0% | +74.3% | +47.2% |
| 3Y | +20.5% | +33.1% | -12.5% | +10.7% |
| 5Y | +23.7% | +30.3% | -6.6% | +11.9% |
| All | +60.7% | +207.2% | -146.5% | +24.6% |
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