+52.8%
EQIX vs GD
+102.3%
-49.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.6% | +0.8% |
| 7D | +7.6% | +1.9% | +5.7% | +6.9% |
| 30D | +5.2% | +9.2% | -4.0% | +2.2% |
| 3M | +0.8% | -7.5% | +8.3% | +3.2% |
| 6M | +0.2% | +5.8% | -5.5% | -2.0% |
| YTD | +42.2% | +9.8% | +32.4% | +36.3% |
| 1Y | +34.7% | +5.8% | +29.0% | +31.0% |
| 3Y | +49.0% | +58.0% | -9.0% | +19.4% |
| 5Y | +52.8% | +100.4% | -47.6% | +16.1% |
| All | +52.8% | +102.3% | -49.5% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 5y: compounded portfolio wealth divided by compounded GD 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…
5y analysis · Full analysis span regression · 6 months rolling