+33.1%
GDDY vs BBWI
-45.3%
+78.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.4% | -4.7% | +1.0% |
| 7D | -3.2% | -4.8% | +1.6% | -2.6% |
| 30D | +6.8% | +3.5% | +3.3% | +6.1% |
| 3M | +30.5% | -0.3% | +30.8% | +30.2% |
| 6M | +13.3% | -5.4% | +18.7% | +13.2% |
| YTD | -21.0% | -4.7% | -16.2% | -21.1% |
| 1Y | -34.0% | -30.5% | -3.5% | -31.7% |
| 3Y | +33.1% | -44.3% | +77.4% | +29.5% |
| All | +33.1% | -45.3% | +78.4% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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