+33.1%
GDDY vs BUD
+44.9%
-11.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.0% | +1.7% |
| 7D | -3.2% | -2.6% | -0.6% | -2.9% |
| 30D | +6.8% | -1.2% | +8.0% | +7.0% |
| 3M | +30.5% | -4.9% | +35.4% | +31.0% |
| 6M | +13.3% | +9.3% | +4.1% | +12.3% |
| YTD | -21.0% | +24.0% | -44.9% | -22.7% |
| 1Y | -34.0% | +34.5% | -68.5% | -36.1% |
| 3Y | +33.1% | +43.7% | -10.6% | +21.1% |
| All | +33.1% | +44.9% | -11.8% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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