+30.4%
GDDY vs BG
+81.8%
-51.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.5% | +1.9% |
| 7D | -3.2% | +3.1% | -6.3% | -3.5% |
| 30D | +6.8% | +10.2% | -3.4% | +5.8% |
| 3M | +30.5% | -1.7% | +32.1% | +30.6% |
| 6M | +13.3% | +1.0% | +12.3% | +13.0% |
| YTD | -21.0% | +39.9% | -60.9% | -24.7% |
| 1Y | -34.0% | +53.2% | -87.2% | -38.1% |
| 3Y | +33.1% | +16.3% | +16.8% | +30.3% |
| All | +30.4% | +81.8% | -51.5% | +9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling