+162.1%
EQX vs GDDY
+30.8%
+131.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.1% | +1.5% |
| 7D | -3.2% | -3.2% | 0.0% | -3.0% |
| 30D | +7.8% | +6.8% | +1.0% | +7.1% |
| 3M | +21.3% | +30.5% | -9.1% | +17.7% |
| 6M | -22.4% | +13.3% | -35.7% | -23.8% |
| YTD | -11.3% | -21.0% | +9.6% | -6.6% |
| 1Y | +13.5% | -34.0% | +47.5% | +24.5% |
| 3Y | +162.1% | +33.1% | +129.1% | +112.9% |
| All | +162.1% | +30.8% | +131.4% | +112.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling