+20.5%
BMY vs GDDY
+30.8%
-10.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -1.9% | -0.3% |
| 7D | -4.8% | -3.2% | -1.6% | -4.6% |
| 30D | -0.1% | +6.8% | -6.9% | -0.5% |
| 3M | +13.1% | +30.5% | -17.4% | +11.0% |
| 6M | +8.4% | +13.3% | -4.9% | +7.1% |
| YTD | +22.0% | -21.0% | +42.9% | +23.6% |
| 1Y | +40.3% | -34.0% | +74.3% | +44.1% |
| 3Y | +20.5% | +33.1% | -12.5% | +7.5% |
| All | +20.5% | +30.8% | -10.3% | +7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling