+103.2%
EFX vs GDDY
+390.3%
-287.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | 0.0% |
| 7D | -4.5% | -3.2% | -1.3% | -3.7% |
| 30D | -6.1% | +6.8% | -12.9% | -8.1% |
| 3M | +6.2% | +30.5% | -24.3% | -2.6% |
| 6M | -11.2% | +13.3% | -24.5% | -15.2% |
| YTD | -21.4% | -21.0% | -0.4% | -17.2% |
| 1Y | -34.3% | -34.0% | -0.3% | -27.3% |
| 3Y | -12.5% | +33.1% | -45.6% | -21.1% |
| 5Y | -35.6% | +30.3% | -65.9% | -41.9% |
| 10Y | +41.8% | +205.5% | -163.7% | +9.6% |
| All | +103.2% | +390.3% | -287.1% | +54.1% |
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