+390.3%
GDDY vs BUD
-17.9%
+408.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.0% | +1.5% |
| 7D | -3.2% | -2.6% | -0.6% | -2.4% |
| 30D | +6.8% | -1.2% | +8.0% | +7.3% |
| 3M | +30.5% | -4.9% | +35.4% | +32.5% |
| 6M | +13.3% | +9.3% | +4.1% | +9.7% |
| YTD | -21.0% | +24.0% | -44.9% | -26.7% |
| 1Y | -34.0% | +34.5% | -68.5% | -40.5% |
| 3Y | +33.1% | +43.7% | -10.6% | +14.7% |
| 5Y | +30.3% | +46.0% | -15.7% | +9.8% |
| 10Y | +205.5% | -22.5% | +228.0% | +195.6% |
| All | +390.3% | -17.9% | +408.2% | +349.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling