+200.1%
GDDY vs BG
+166.7%
+33.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.5% | +2.1% |
| 7D | -3.2% | +3.1% | -6.3% | -3.9% |
| 30D | +6.8% | +10.2% | -3.4% | +4.4% |
| 3M | +30.5% | -1.7% | +32.1% | +30.2% |
| 6M | +13.3% | +1.0% | +12.3% | +12.2% |
| YTD | -21.0% | +39.9% | -60.9% | -28.0% |
| 1Y | -34.0% | +53.2% | -87.2% | -41.6% |
| 3Y | +33.1% | +16.3% | +16.8% | +24.6% |
| 5Y | +30.3% | +83.9% | -53.5% | +3.2% |
| All | +200.1% | +166.7% | +33.4% | +85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling