+480.3%
BX vs GDDY
+390.3%
+90.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.8% | +0.7% | +1.8% |
| 7D | -5.6% | -3.2% | -2.4% | -4.7% |
| 30D | -12.2% | +6.8% | -19.0% | -14.8% |
| 3M | +7.4% | +30.5% | -23.1% | -4.9% |
| 6M | +22.2% | +13.3% | +8.8% | +13.3% |
| YTD | -14.0% | -21.0% | +7.0% | -9.3% |
| 1Y | -27.3% | -34.0% | +6.7% | -17.8% |
| 3Y | +24.5% | +33.1% | -8.5% | +4.9% |
| 5Y | +18.9% | +30.3% | -11.4% | +1.1% |
| 10Y | +665.4% | +205.5% | +459.9% | +412.7% |
| All | +480.3% | +390.3% | +90.0% | +275.0% |
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