+9.6%
EIX vs GDDY
-29.3%
+38.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.1% | +0.9% |
| 7D | -19.1% | +3.7% | -22.8% | -19.2% |
| 30D | -16.9% | +10.4% | -27.3% | -17.0% |
| 3M | -20.0% | +19.4% | -39.4% | -19.3% |
| 6M | -21.3% | +14.3% | -35.6% | -20.6% |
| YTD | -1.7% | -18.4% | +16.6% | -2.7% |
| 1Y | +9.6% | -30.1% | +39.7% | +4.8% |
| All | +9.6% | -29.3% | +38.9% | +4.8% |
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