+81.0%
BSX vs GDDY
+207.2%
-126.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.0% | -0.8% |
| 7D | -10.1% | -3.2% | -6.9% | -9.3% |
| 30D | -16.4% | +6.8% | -23.2% | -18.3% |
| 3M | -8.9% | +30.5% | -39.3% | -17.2% |
| 6M | -38.3% | +13.3% | -51.6% | -41.9% |
| YTD | -54.9% | -21.0% | -34.0% | -53.0% |
| 1Y | -58.8% | -34.0% | -24.8% | -54.6% |
| 3Y | -21.2% | +33.1% | -54.3% | -32.9% |
| 5Y | -3.3% | +30.3% | -33.7% | -19.4% |
| All | +81.0% | +207.2% | -126.3% | +7.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling