+773.4%
AEM vs GDDY
+390.3%
+383.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.1% | +1.7% |
| 7D | -2.1% | -3.2% | +1.1% | -1.9% |
| 30D | +8.4% | +6.8% | +1.6% | +7.6% |
| 3M | +27.3% | +30.5% | -3.2% | +23.2% |
| 6M | -9.7% | +13.3% | -23.0% | -11.5% |
| YTD | +19.0% | -21.0% | +39.9% | +20.9% |
| 1Y | +31.5% | -34.0% | +65.5% | +36.4% |
| 3Y | +338.7% | +33.1% | +305.6% | +316.2% |
| 5Y | +307.4% | +30.3% | +277.1% | +284.8% |
| 10Y | +370.9% | +205.5% | +165.4% | +315.7% |
| All | +773.4% | +390.3% | +383.1% | +601.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling