+128.5%
EEM vs GDDY
+207.2%
-78.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | +0.9% |
| 7D | -1.3% | -3.2% | +1.9% | -0.7% |
| 30D | +2.1% | +6.8% | -4.7% | +0.1% |
| 3M | +1.0% | +30.5% | -29.4% | -7.1% |
| 6M | +15.9% | +13.3% | +2.6% | +9.6% |
| YTD | +24.6% | -21.0% | +45.6% | +28.9% |
| 1Y | +32.3% | -34.0% | +66.3% | +43.7% |
| 3Y | +85.9% | +33.1% | +52.8% | +57.9% |
| 5Y | +45.4% | +30.3% | +15.0% | +21.0% |
| All | +128.5% | +207.2% | -78.7% | +32.3% |
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