+256.9%
BNY vs GDDY
+29.8%
+227.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.7% | -0.3% |
| 7D | -1.3% | -3.2% | +1.9% | -0.8% |
| 30D | -0.2% | +6.8% | -7.0% | -1.7% |
| 3M | +14.9% | +30.5% | -15.5% | +7.2% |
| 6M | +40.0% | +13.3% | +26.7% | +33.9% |
| YTD | +42.0% | -21.0% | +62.9% | +48.4% |
| 1Y | +56.9% | -34.0% | +90.8% | +72.1% |
| 3Y | +289.9% | +33.1% | +256.8% | +239.0% |
| All | +256.9% | +29.8% | +227.2% | +235.8% |
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