+238.8%
EQX vs GDDY
+52.1%
+186.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.1% | +1.3% |
| 7D | -3.2% | -3.2% | 0.0% | -2.8% |
| 30D | +7.8% | +6.8% | +1.0% | +6.2% |
| 3M | +21.3% | +30.5% | -9.1% | +14.5% |
| 6M | -22.4% | +13.3% | -35.7% | -25.4% |
| YTD | -11.3% | -21.0% | +9.6% | -8.5% |
| 1Y | +13.5% | -34.0% | +47.5% | +21.7% |
| 3Y | +162.1% | +33.1% | +129.1% | +136.7% |
| 5Y | +84.2% | +30.3% | +53.9% | +65.8% |
| All | +238.8% | +52.1% | +186.7% | +258.3% |
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