+229.4%
EQIX vs GD
+1,848.7%
-1,619.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.2% | +1.8% |
| 7D | -0.1% | -5.0% | +4.9% | +2.2% |
| 30D | -1.8% | +8.9% | -10.8% | -5.7% |
| 3M | -3.4% | -8.0% | +4.7% | +0.1% |
| 6M | -6.0% | +2.9% | -8.9% | -7.9% |
| YTD | +34.2% | +7.1% | +27.1% | +28.2% |
| 1Y | +26.2% | +5.9% | +20.3% | +21.1% |
| 3Y | +41.7% | +53.9% | -12.2% | +12.0% |
| 5Y | +43.1% | +95.4% | -52.3% | -0.1% |
| 10Y | +260.8% | +193.5% | +67.3% | +90.9% |
| All | +229.4% | +1,848.7% | -1,619.3% | -25.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling