+20.4%
BTDR vs GDDY
+29.8%
-9.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.8% | +2.0% | +3.4% |
| 7D | -3.4% | -3.2% | -0.2% | -3.0% |
| 30D | +32.6% | +6.8% | +25.8% | +30.4% |
| 3M | -32.2% | +30.5% | -62.7% | -37.9% |
| 6M | +52.4% | +13.3% | +39.0% | +43.2% |
| YTD | +6.7% | -21.0% | +27.7% | +12.4% |
| 1Y | -15.2% | -34.0% | +18.8% | -4.5% |
| 3Y | +14.9% | +33.1% | -18.2% | +25.3% |
| All | +20.4% | +29.8% | -9.3% | +31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling