+200.1%
GDDY vs BWA
+156.8%
+43.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.4% |
| 7D | -3.2% | -1.3% | -1.9% | -2.9% |
| 30D | +6.8% | -2.9% | +9.7% | +7.3% |
| 3M | +30.5% | -10.7% | +41.2% | +33.2% |
| 6M | +13.3% | +26.5% | -13.1% | +4.2% |
| YTD | -21.0% | +49.1% | -70.1% | -32.3% |
| 1Y | -34.0% | +52.1% | -86.1% | -44.0% |
| 3Y | +33.1% | +72.6% | -39.5% | +5.4% |
| 5Y | +30.3% | +89.4% | -59.1% | -3.2% |
| All | +200.1% | +156.8% | +43.3% | +74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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