-25.6%
EFX vs GDDY
-29.3%
+3.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.2% | -4.1% | -5.4% |
| 7D | -8.6% | +3.7% | -12.3% | -10.0% |
| 30D | +0.1% | +10.4% | -10.3% | -4.3% |
| 3M | +3.8% | +19.4% | -15.6% | -5.5% |
| 6M | -13.5% | +14.3% | -27.8% | -20.4% |
| YTD | -17.7% | -18.4% | +0.7% | -15.5% |
| 1Y | -25.6% | -30.1% | +4.5% | -20.2% |
| All | -25.6% | -29.3% | +3.7% | -20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling