+244.0%
EQIX vs GDDY
+207.2%
+36.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.4% | +1.0% |
| 7D | +0.2% | -3.2% | +3.4% | +0.8% |
| 30D | -2.5% | +6.8% | -9.3% | -4.4% |
| 3M | 0.0% | +30.5% | -30.5% | -7.8% |
| 6M | +7.6% | +13.3% | -5.7% | +2.0% |
| YTD | +37.5% | -21.0% | +58.5% | +42.5% |
| 1Y | +32.9% | -34.0% | +66.9% | +44.7% |
| 3Y | +42.8% | +33.1% | +9.7% | +23.9% |
| 5Y | +35.8% | +30.3% | +5.5% | +16.7% |
| All | +244.0% | +207.2% | +36.7% | +125.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling