+435.6%
BNY vs GDDY
+390.3%
+45.3%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.7% | -0.3% |
| 7D | -1.3% | -3.2% | +1.9% | -0.7% |
| 30D | -0.2% | +6.8% | -7.0% | -1.9% |
| 3M | +14.9% | +30.5% | -15.5% | +6.9% |
| 6M | +40.0% | +13.3% | +26.7% | +33.5% |
| YTD | +42.0% | -21.0% | +62.9% | +46.3% |
| 1Y | +56.9% | -34.0% | +90.8% | +68.6% |
| 3Y | +289.9% | +33.1% | +256.8% | +248.8% |
| 5Y | +259.2% | +30.3% | +228.9% | +218.3% |
| 10Y | +413.3% | +205.5% | +207.8% | +276.1% |
| All | +435.6% | +390.3% | +45.3% | +287.1% |
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