+43.4%
EQX vs GDDY
-29.3%
+72.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.1% | -2.5% |
| 7D | -1.4% | +3.7% | -5.1% | -1.1% |
| 30D | +24.4% | +10.4% | +14.0% | +25.2% |
| 3M | +11.6% | +19.4% | -7.8% | +13.6% |
| 6M | -25.0% | +14.3% | -39.3% | -23.1% |
| YTD | -8.4% | -18.4% | +10.0% | -3.2% |
| 1Y | +43.4% | -30.1% | +73.5% | +57.7% |
| All | +43.4% | -29.3% | +72.7% | +57.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling