+142.1%
BSX vs GDDY
+390.3%
-248.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.0% | -0.7% |
| 7D | -10.1% | -3.2% | -6.9% | -9.4% |
| 30D | -16.4% | +6.8% | -23.2% | -18.1% |
| 3M | -8.9% | +30.5% | -39.3% | -16.1% |
| 6M | -38.3% | +13.3% | -51.6% | -41.4% |
| YTD | -54.9% | -21.0% | -34.0% | -53.2% |
| 1Y | -58.8% | -34.0% | -24.8% | -55.2% |
| 3Y | -21.2% | +33.1% | -54.3% | -30.7% |
| 5Y | -3.3% | +30.3% | -33.7% | -16.3% |
| 10Y | +82.8% | +205.5% | -122.7% | +30.3% |
| All | +142.1% | +390.3% | -248.2% | +68.9% |
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