+237.0%
EQIX vs GD
+1,868.5%
-1,631.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.3% |
| 7D | -0.8% | -5.3% | +4.4% | +1.6% |
| 30D | -1.4% | -6.4% | +5.0% | +1.5% |
| 3M | -4.4% | +5.7% | -10.1% | -7.2% |
| 6M | +7.9% | -0.9% | +8.9% | +7.6% |
| YTD | +37.3% | +8.2% | +29.1% | +30.8% |
| 1Y | +37.8% | +13.4% | +24.4% | +28.3% |
| 3Y | +42.0% | +68.5% | -26.5% | +7.3% |
| 5Y | +29.6% | +97.2% | -67.5% | -9.7% |
| 10Y | +238.3% | +190.2% | +48.1% | +80.7% |
| All | +237.0% | +1,868.5% | -1,631.5% | -23.9% |
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