+44.6%
EMB vs GDDY
+390.3%
-345.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.8% | -0.2% |
| 7D | -1.2% | -3.2% | +2.0% | -1.0% |
| 30D | -1.3% | +6.8% | -8.1% | -1.9% |
| 3M | -1.8% | +30.5% | -32.2% | -4.6% |
| 6M | +0.2% | +13.3% | -13.1% | -1.6% |
| YTD | +0.4% | -21.0% | +21.3% | +1.8% |
| 1Y | +2.8% | -34.0% | +36.8% | +6.0% |
| 3Y | +29.1% | +33.1% | -3.9% | +23.0% |
| 5Y | +6.3% | +30.3% | -24.1% | +0.6% |
| 10Y | +29.6% | +205.5% | -175.9% | +15.3% |
| All | +44.6% | +390.3% | -345.8% | +27.0% |
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