+33.1%
GDDY vs BTG
+94.8%
-61.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.7% |
| 7D | -3.2% | -3.8% | +0.6% | -3.0% |
| 30D | +6.8% | +3.6% | +3.2% | +6.6% |
| 3M | +30.5% | +32.0% | -1.6% | +28.7% |
| 6M | +13.3% | +3.4% | +10.0% | +13.0% |
| YTD | -21.0% | +20.8% | -41.7% | -22.3% |
| 1Y | -34.0% | +22.4% | -56.4% | -35.6% |
| 3Y | +33.1% | +91.7% | -58.6% | +24.8% |
| All | +33.1% | +94.8% | -61.8% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 3y: compounded portfolio wealth divided by compounded BTG 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…
3y analysis · Full analysis span regression · 6 months rolling