+355.1%
AEM vs GDDY
+207.2%
+147.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.1% | +1.7% |
| 7D | -2.1% | -3.2% | +1.1% | -1.8% |
| 30D | +8.4% | +6.8% | +1.6% | +7.4% |
| 3M | +27.3% | +30.5% | -3.2% | +22.5% |
| 6M | -9.7% | +13.3% | -23.0% | -11.9% |
| YTD | +19.0% | -21.0% | +39.9% | +21.4% |
| 1Y | +31.5% | -34.0% | +65.5% | +37.5% |
| 3Y | +338.7% | +33.1% | +305.6% | +310.1% |
| 5Y | +307.4% | +30.3% | +277.1% | +278.5% |
| All | +355.1% | +207.2% | +147.8% | +248.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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