+433.9%
BTSG vs GDDY
-8.7%
+442.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.3% | +1.2% |
| 7D | -3.3% | -3.2% | -0.1% | -3.0% |
| 30D | -1.6% | +6.8% | -8.4% | -2.9% |
| 3M | -6.9% | +30.5% | -37.4% | -9.1% |
| 6M | +42.1% | +13.3% | +28.8% | +40.1% |
| YTD | +56.8% | -21.0% | +77.8% | +63.0% |
| 1Y | +109.8% | -34.0% | +143.8% | +123.8% |
| All | +433.9% | -8.7% | +442.7% | +493.0% |
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