+245.2%
BN vs GDDY
+381.9%
-136.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.0% | -4.2% | -2.1% |
| 7D | -5.9% | -7.0% | +1.1% | -3.9% |
| 30D | -15.1% | +6.2% | -21.3% | -16.9% |
| 3M | -14.6% | +20.0% | -34.6% | -20.8% |
| 6M | -8.4% | +6.8% | -15.3% | -12.5% |
| YTD | -16.8% | -22.3% | +5.5% | -12.7% |
| 1Y | -14.4% | -33.5% | +19.2% | -5.6% |
| 3Y | +70.1% | +29.2% | +40.9% | +50.2% |
| 5Y | +33.5% | +28.1% | +5.5% | +17.1% |
| 10Y | +260.2% | +200.2% | +60.0% | +160.4% |
| All | +245.2% | +381.9% | -136.6% | +142.5% |
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 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