+117.8%
EW vs GDDY
+207.2%
-89.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.8% | -4.5% | -3.3% |
| 7D | -6.2% | -3.2% | -3.0% | -5.3% |
| 30D | -9.3% | +6.8% | -16.1% | -11.6% |
| 3M | -1.6% | +30.5% | -32.1% | -11.5% |
| 6M | -0.8% | +13.3% | -14.2% | -7.3% |
| YTD | -1.0% | -21.0% | +19.9% | +3.7% |
| 1Y | +8.2% | -34.0% | +42.2% | +20.6% |
| 3Y | +12.7% | +33.1% | -20.4% | -7.8% |
| 5Y | -30.2% | +30.3% | -60.5% | -43.7% |
| All | +117.8% | +207.2% | -89.5% | +26.2% |
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