+200.1%
GDDY vs BRO
+294.2%
-94.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.9% |
| 7D | -3.2% | -7.3% | +4.1% | +1.1% |
| 30D | +6.8% | -6.9% | +13.7% | +11.3% |
| 3M | +30.5% | +10.7% | +19.8% | +24.5% |
| 6M | +13.3% | -2.7% | +16.0% | +15.2% |
| YTD | -21.0% | -16.3% | -4.6% | -13.3% |
| 1Y | -34.0% | -29.1% | -4.9% | -21.3% |
| 3Y | +33.1% | -7.8% | +40.9% | +32.3% |
| 5Y | +30.3% | +18.7% | +11.6% | +6.6% |
| All | +200.1% | +294.2% | -94.2% | +24.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling