+390.3%
GDDY vs BR
+278.4%
+111.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | -3.2% | -3.0% | -0.2% | -1.3% |
| 30D | +6.8% | -0.3% | +7.1% | +7.2% |
| 3M | +30.5% | +17.3% | +13.2% | +18.5% |
| 6M | +13.3% | -6.7% | +20.0% | +18.2% |
| YTD | -21.0% | -23.4% | +2.5% | -7.4% |
| 1Y | -34.0% | -32.7% | -1.3% | -16.6% |
| 3Y | +33.1% | -5.9% | +39.0% | +34.9% |
| 5Y | +30.3% | +8.4% | +21.9% | +18.5% |
| 10Y | +205.5% | +189.2% | +16.3% | +49.3% |
| All | +390.3% | +278.4% | +111.9% | +102.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling