+20.1%
EIX vs GDDY
+29.8%
-9.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.8% | -3.1% | -1.5% |
| 7D | -1.4% | -3.2% | +1.8% | -1.1% |
| 30D | -19.3% | +6.8% | -26.1% | -20.1% |
| 3M | -21.7% | +30.5% | -52.1% | -24.3% |
| 6M | -19.8% | +13.3% | -33.1% | -21.6% |
| YTD | -3.0% | -21.0% | +17.9% | -0.2% |
| 1Y | +5.1% | -34.0% | +39.1% | +11.4% |
| 3Y | -7.0% | +33.1% | -40.0% | -12.6% |
| All | +20.1% | +29.8% | -9.6% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling