+30.4%
GDDY vs BR
+8.0%
+22.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +2.0% |
| 7D | -3.2% | -3.0% | -0.2% | -1.2% |
| 30D | +6.8% | -0.3% | +7.1% | +7.2% |
| 3M | +30.5% | +17.3% | +13.2% | +18.4% |
| 6M | +13.3% | -6.7% | +20.0% | +17.6% |
| YTD | -21.0% | -23.4% | +2.5% | -8.4% |
| 1Y | -34.0% | -32.7% | -1.3% | -17.8% |
| 3Y | +33.1% | -5.9% | +39.0% | +34.0% |
| All | +30.4% | +8.0% | +22.3% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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