+24.3%
BMY vs GDDY
+29.8%
-5.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -1.9% | -0.3% |
| 7D | -4.8% | -3.2% | -1.6% | -4.5% |
| 30D | -0.1% | +6.8% | -6.9% | -0.6% |
| 3M | +13.1% | +30.5% | -17.4% | +10.5% |
| 6M | +8.4% | +13.3% | -4.9% | +6.8% |
| YTD | +22.0% | -21.0% | +42.9% | +23.6% |
| 1Y | +40.3% | -34.0% | +74.3% | +44.3% |
| 3Y | +20.5% | +33.1% | -12.5% | +15.0% |
| All | +24.3% | +29.8% | -5.5% | +20.4% |
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