+39.7%
EFX vs GDDY
+207.2%
-167.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | -0.1% |
| 7D | -4.5% | -3.2% | -1.3% | -3.5% |
| 30D | -6.1% | +6.8% | -12.9% | -8.5% |
| 3M | +6.2% | +30.5% | -24.3% | -4.1% |
| 6M | -11.2% | +13.3% | -24.5% | -16.0% |
| YTD | -21.4% | -21.0% | -0.4% | -16.5% |
| 1Y | -34.3% | -34.0% | -0.3% | -26.0% |
| 3Y | -12.5% | +33.1% | -45.6% | -23.3% |
| 5Y | -35.6% | +30.3% | -65.9% | -43.7% |
| All | +39.7% | +207.2% | -167.6% | -4.0% |
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