+390.3%
GDDY vs BG
+108.8%
+281.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.5% | +2.2% |
| 7D | -3.2% | +3.1% | -6.3% | -4.0% |
| 30D | +6.8% | +10.2% | -3.4% | +4.3% |
| 3M | +30.5% | -1.7% | +32.1% | +30.2% |
| 6M | +13.3% | +1.0% | +12.3% | +12.1% |
| YTD | -21.0% | +39.9% | -60.9% | -28.3% |
| 1Y | -34.0% | +53.2% | -87.2% | -41.8% |
| 3Y | +33.1% | +16.3% | +16.8% | +24.2% |
| 5Y | +30.3% | +83.9% | -53.5% | +2.9% |
| 10Y | +205.5% | +165.1% | +40.4% | +89.1% |
| All | +390.3% | +108.8% | +281.5% | +231.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling