+18.0%
EIX vs GDDY
+207.2%
-189.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.8% | -3.1% | -1.6% |
| 7D | -1.4% | -3.2% | +1.8% | -1.0% |
| 30D | -19.3% | +6.8% | -26.1% | -20.4% |
| 3M | -21.7% | +30.5% | -52.1% | -25.6% |
| 6M | -19.8% | +13.3% | -33.1% | -22.5% |
| YTD | -3.0% | -21.0% | +17.9% | -0.3% |
| 1Y | +5.1% | -34.0% | +39.1% | +11.8% |
| 3Y | -7.0% | +33.1% | -40.0% | -15.3% |
| 5Y | +22.0% | +30.3% | -8.3% | +9.4% |
| All | +18.0% | +207.2% | -189.3% | -14.2% |
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 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