+165.0%
ED vs GDDY
+381.9%
-216.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.0% | -3.7% | -0.8% |
| 7D | -1.9% | -7.0% | +5.1% | -1.7% |
| 30D | +0.1% | +6.2% | -6.1% | -0.1% |
| 3M | 0.0% | +20.0% | -20.0% | -0.6% |
| 6M | -2.5% | +6.8% | -9.3% | -2.9% |
| YTD | +10.1% | -22.3% | +32.4% | +10.7% |
| 1Y | +13.6% | -33.5% | +47.1% | +14.8% |
| 3Y | +32.4% | +29.2% | +3.2% | +30.1% |
| 5Y | +69.9% | +28.1% | +41.8% | +66.3% |
| 10Y | +109.2% | +200.2% | -91.0% | +99.0% |
| All | +165.0% | +381.9% | -216.8% | +151.5% |
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