-14.0%
GDDY vs BRO
-5.4%
-8.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.0% | -1.7% | -2.7% |
| 7D | -2.4% | +3.6% | -6.1% | -4.8% |
| 30D | +17.7% | +17.1% | +0.5% | +6.0% |
| 3M | +26.6% | +1.8% | +24.8% | +25.3% |
| 6M | +34.2% | +28.5% | +5.7% | +20.5% |
| YTD | -7.8% | -8.6% | +0.8% | -11.2% |
| 1Y | -14.0% | -4.7% | -9.3% | -17.6% |
| All | -14.0% | -5.4% | -8.6% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 1y: compounded portfolio wealth divided by compounded BRO 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…
1y analysis · Full analysis span regression · 6 months rolling