+47.1%
EQT vs GDDY
+207.2%
-160.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.4% | -2.0% |
| 7D | -2.0% | -3.2% | +1.2% | -1.4% |
| 30D | 0.0% | +6.8% | -6.8% | -1.8% |
| 3M | +5.9% | +30.5% | -24.5% | -2.2% |
| 6M | -14.8% | +13.3% | -28.1% | -19.1% |
| YTD | +1.8% | -21.0% | +22.7% | +5.3% |
| 1Y | +7.4% | -34.0% | +41.4% | +16.5% |
| 3Y | +33.6% | +33.1% | +0.6% | +17.8% |
| 5Y | +199.3% | +30.3% | +169.0% | +162.8% |
| All | +47.1% | +207.2% | -160.1% | -0.7% |
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