-34.0%
BROS vs GDDY
-32.7%
-1.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | +0.8% |
| 7D | -5.8% | -3.2% | -2.6% | -5.3% |
| 30D | -14.0% | +6.8% | -20.8% | -15.2% |
| 3M | -32.5% | +30.5% | -63.0% | -37.1% |
| 6M | -14.9% | +13.3% | -28.2% | -18.3% |
| YTD | -28.3% | -21.0% | -7.3% | -20.8% |
| 1Y | -34.0% | -34.0% | 0.0% | -28.3% |
| All | -34.0% | -32.7% | -1.3% | -28.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling