+273.0%
EMR vs GDDY
+207.2%
+65.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.8% | +0.8% | +2.1% |
| 7D | -0.4% | -3.2% | +2.8% | +0.4% |
| 30D | -6.8% | +6.8% | -13.6% | -9.1% |
| 3M | +7.5% | +30.5% | -23.0% | -2.9% |
| 6M | +9.9% | +13.3% | -3.5% | +2.5% |
| YTD | +16.0% | -21.0% | +36.9% | +20.8% |
| 1Y | +12.4% | -34.0% | +46.4% | +24.4% |
| 3Y | +60.2% | +33.1% | +27.2% | +37.7% |
| 5Y | +67.9% | +30.3% | +37.5% | +41.3% |
| All | +273.0% | +207.2% | +65.8% | +140.0% |
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 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