+67.5%
BN vs GDDY
+30.8%
+36.7%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.3% | 0.0% |
| 7D | -5.2% | -3.2% | -2.0% | -4.5% |
| 30D | -14.5% | +6.8% | -21.3% | -16.1% |
| 3M | -15.0% | +30.5% | -45.5% | -22.7% |
| 6M | -5.4% | +13.3% | -18.7% | -10.7% |
| YTD | -16.4% | -21.0% | +4.5% | -9.7% |
| 1Y | -16.2% | -34.0% | +17.8% | -2.5% |
| 3Y | +67.5% | +33.1% | +34.5% | +33.5% |
| All | +67.5% | +30.8% | +36.7% | +33.5% |
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