+33.1%
GDDY vs BAH
-27.9%
+61.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | -3.2% | +4.3% | -7.5% | -4.0% |
| 30D | +6.8% | -2.5% | +9.3% | +7.3% |
| 3M | +30.5% | -0.9% | +31.4% | +29.8% |
| 6M | +13.3% | +1.5% | +11.9% | +12.4% |
| YTD | -21.0% | -8.0% | -13.0% | -20.8% |
| 1Y | -34.0% | -24.7% | -9.3% | -32.6% |
| 3Y | +33.1% | -28.4% | +61.5% | +31.6% |
| All | +33.1% | -27.9% | +61.0% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 3y: compounded portfolio wealth divided by compounded BAH 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…
3y analysis · Full analysis span regression · 6 months rolling