+124.8%
EOG vs GDDY
+390.3%
-265.6%
-77.1%
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% | -0.5% |
| 7D | +1.5% | -3.2% | +4.7% | +2.1% |
| 30D | +2.9% | +6.8% | -3.9% | +1.0% |
| 3M | +8.7% | +30.5% | -21.7% | +0.3% |
| 6M | +12.9% | +13.3% | -0.4% | +7.1% |
| YTD | +43.8% | -21.0% | +64.8% | +48.4% |
| 1Y | +27.1% | -34.0% | +61.1% | +37.3% |
| 3Y | +25.9% | +33.1% | -7.2% | +9.2% |
| 5Y | +177.9% | +30.3% | +147.6% | +137.1% |
| 10Y | +119.7% | +205.5% | -85.9% | +58.8% |
| All | +124.8% | +390.3% | -265.6% | +60.6% |
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