+130.1%
BP vs GDDY
+381.9%
-251.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.0% | -2.1% | +0.4% |
| 7D | +5.7% | -7.0% | +12.7% | +6.9% |
| 30D | +8.1% | +6.2% | +1.9% | +6.6% |
| 3M | +8.6% | +20.0% | -11.4% | +3.5% |
| 6M | +18.1% | +6.8% | +11.3% | +14.6% |
| YTD | +37.6% | -22.3% | +59.9% | +41.5% |
| 1Y | +39.4% | -33.5% | +72.9% | +47.8% |
| 3Y | +40.1% | +29.2% | +10.8% | +25.3% |
| 5Y | +141.3% | +28.1% | +113.2% | +111.9% |
| 10Y | +136.0% | +200.2% | -64.3% | +75.4% |
| All | +130.1% | +381.9% | -251.8% | +67.0% |
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 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