+304.9%
AEM vs GDDY
+29.8%
+275.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.5% |
| 3M | +27.3% | +30.5% | -3.2% | +22.4% |
| 6M | -9.7% | +13.3% | -23.0% | -11.8% |
| YTD | +19.0% | -21.0% | +39.9% | +22.9% |
| 1Y | +31.5% | -34.0% | +65.5% | +40.3% |
| 3Y | +338.7% | +33.1% | +305.6% | +293.3% |
| All | +304.9% | +29.8% | +275.1% | +256.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling