+3.1%
BTDR vs GDDY
-29.3%
+32.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.2% | +6.2% | +3.6% |
| 7D | +20.0% | +3.7% | +16.3% | +20.7% |
| 30D | +11.9% | +10.4% | +1.5% | +14.1% |
| 3M | -36.9% | +19.4% | -56.3% | -35.6% |
| 6M | +56.5% | +14.3% | +42.2% | +58.7% |
| YTD | +10.4% | -18.4% | +28.8% | +25.4% |
| 1Y | +3.1% | -30.1% | +33.2% | +31.8% |
| All | +3.1% | -29.3% | +32.4% | +31.8% |
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