+33.8%
EQT vs GDDY
+381.9%
-348.0%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.0% | -2.4% | 0.0% |
| 7D | -1.2% | -7.0% | +5.8% | +0.1% |
| 30D | +1.1% | +6.2% | -5.1% | -0.4% |
| 3M | +4.8% | +20.0% | -15.2% | -0.4% |
| 6M | -10.6% | +6.8% | -17.4% | -13.4% |
| YTD | +3.4% | -22.3% | +25.8% | +6.8% |
| 1Y | +8.7% | -33.5% | +42.2% | +16.0% |
| 3Y | +35.0% | +29.2% | +5.7% | +22.9% |
| 5Y | +204.2% | +28.1% | +176.2% | +175.7% |
| 10Y | +52.5% | +200.2% | -147.7% | +18.7% |
| All | +33.8% | +381.9% | -348.0% | +2.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling