+29.8%
EQIX vs GD
+97.9%
-68.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.1% |
| 7D | -0.8% | -5.3% | +4.4% | +0.9% |
| 30D | -1.4% | -6.4% | +5.0% | +0.6% |
| 3M | -4.4% | +5.7% | -10.1% | -6.4% |
| 6M | +7.9% | -0.9% | +8.9% | +7.9% |
| YTD | +37.3% | +8.2% | +29.1% | +32.5% |
| 1Y | +37.8% | +13.4% | +24.4% | +30.5% |
| 3Y | +42.0% | +68.5% | -26.5% | +9.8% |
| All | +29.8% | +97.9% | -68.1% | -2.5% |
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