+43.8%
EIX vs GDDY
+381.9%
-338.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.0% | -4.2% | -1.6% |
| 7D | +0.8% | -7.0% | +7.8% | +1.7% |
| 30D | -18.8% | +6.2% | -25.0% | -19.7% |
| 3M | -19.7% | +20.0% | -39.7% | -22.2% |
| 6M | -18.2% | +6.8% | -25.1% | -19.8% |
| YTD | -1.7% | -22.3% | +20.6% | +0.7% |
| 1Y | +7.8% | -33.5% | +41.3% | +13.0% |
| 3Y | -5.6% | +29.2% | -34.8% | -11.6% |
| 5Y | +23.7% | +28.1% | -4.4% | +14.4% |
| 10Y | +21.4% | +200.2% | -178.8% | +2.2% |
| All | +43.8% | +381.9% | -338.1% | +18.8% |
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 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