+45.2%
BMY vs GDDY
+390.3%
-345.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.0% |
| 3M | +13.1% | +30.5% | -17.4% | +8.8% |
| 6M | +8.4% | +13.3% | -4.9% | +5.8% |
| YTD | +22.0% | -21.0% | +42.9% | +24.3% |
| 1Y | +40.3% | -34.0% | +74.3% | +46.2% |
| 3Y | +20.5% | +33.1% | -12.5% | +12.4% |
| 5Y | +23.7% | +30.3% | -6.6% | +14.0% |
| 10Y | +62.6% | +205.5% | -142.9% | +34.4% |
| All | +45.2% | +390.3% | -345.1% | +19.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling