+136.2%
BP vs GDDY
+29.8%
+106.5%
-30.6%
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% | -0.1% |
| 7D | +5.2% | -3.2% | +8.4% | +5.4% |
| 30D | +8.7% | +6.8% | +1.9% | +8.0% |
| 3M | +9.3% | +30.5% | -21.1% | +5.7% |
| 6M | +13.6% | +13.3% | +0.2% | +11.3% |
| YTD | +37.7% | -21.0% | +58.6% | +41.1% |
| 1Y | +40.6% | -34.0% | +74.6% | +48.0% |
| 3Y | +40.3% | +33.1% | +7.3% | +27.6% |
| All | +136.2% | +29.8% | +106.5% | +121.0% |
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