+253.6%
EMR vs GDDY
+381.9%
-128.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.0% | -4.3% | -2.0% |
| 7D | -1.2% | -7.0% | +5.8% | +0.4% |
| 30D | -9.4% | +6.2% | -15.6% | -11.2% |
| 3M | +8.6% | +20.0% | -11.5% | +1.8% |
| 6M | +6.7% | +6.8% | -0.1% | +2.3% |
| YTD | +13.1% | -22.3% | +35.4% | +17.4% |
| 1Y | +12.7% | -33.5% | +46.3% | +22.0% |
| 3Y | +58.1% | +29.2% | +28.9% | +41.8% |
| 5Y | +63.6% | +28.1% | +35.6% | +44.5% |
| 10Y | +272.4% | +200.2% | +72.2% | +181.0% |
| All | +253.6% | +381.9% | -128.3% | +169.2% |
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 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