-11.7%
EME vs GDDY
-11.2%
-0.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.5% | -8.4% | -6.5% |
| 7D | -13.6% | +13.4% | -27.1% | -10.6% |
| 30D | -27.8% | +22.3% | -50.1% | -23.7% |
| 3M | -27.6% | +30.9% | -58.4% | -21.6% |
| 6M | -36.1% | +37.3% | -73.4% | -29.2% |
| YTD | -2.5% | -3.2% | +0.7% | +4.6% |
| 1Y | -11.7% | -9.8% | -1.9% | -3.7% |
| All | -11.7% | -11.2% | -0.5% | -3.7% |
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