+133.7%
EFA vs GDDY
+390.3%
-256.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.7% |
| 7D | -1.5% | -3.2% | +1.7% | -1.0% |
| 30D | -1.7% | +6.8% | -8.5% | -3.2% |
| 3M | +3.5% | +30.5% | -27.0% | -2.9% |
| 6M | +9.5% | +13.3% | -3.9% | +4.9% |
| YTD | +12.9% | -21.0% | +33.8% | +16.0% |
| 1Y | +18.2% | -34.0% | +52.2% | +26.2% |
| 3Y | +64.8% | +33.1% | +31.8% | +47.6% |
| 5Y | +53.9% | +30.3% | +23.6% | +36.4% |
| 10Y | +144.8% | +205.5% | -60.8% | +83.2% |
| All | +133.7% | +390.3% | -256.6% | +70.1% |
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