+19.6%
BTDR vs GDDY
+16.3%
+3.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +30.5% |
| 3M | -32.2% | +30.5% | -62.7% | -37.7% |
| 6M | +52.4% | +13.3% | +39.0% | +43.5% |
| YTD | +6.7% | -21.0% | +27.7% | +12.2% |
| 1Y | -15.2% | -34.0% | +18.8% | -5.0% |
| 3Y | +14.9% | +33.1% | -18.2% | +24.9% |
| 5Y | +20.8% | +30.3% | -9.5% | +31.8% |
| All | +19.6% | +16.3% | +3.3% | +30.8% |
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 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