-16.8%
BROS vs GDDY
+5.5%
-22.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.0% | -6.3% | -3.6% |
| 7D | -6.1% | -7.0% | +1.0% | -5.5% |
| 30D | -12.4% | +6.2% | -18.6% | -13.1% |
| 3M | -27.9% | +20.0% | -48.0% | -30.6% |
| 6M | -16.8% | +6.8% | -23.6% | -15.0% |
| All | -16.8% | +5.5% | -22.3% | -15.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling