+30.4%
GDDY vs BB
-26.5%
+56.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | 0.0% | +1.5% |
| 7D | -3.2% | -0.4% | -2.8% | -3.2% |
| 30D | +6.8% | -12.5% | +19.3% | +8.6% |
| 3M | +30.5% | -17.4% | +47.9% | +32.0% |
| 6M | +13.3% | +119.1% | -105.8% | -4.3% |
| YTD | -21.0% | +102.4% | -123.3% | -32.3% |
| 1Y | -34.0% | +98.2% | -132.2% | -43.6% |
| 3Y | +33.1% | +46.9% | -13.9% | +16.3% |
| All | +30.4% | -26.5% | +56.8% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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