+255.3%
EW vs GDDY
+390.3%
-135.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.8% | -4.5% | -3.2% |
| 7D | -6.2% | -3.2% | -3.0% | -5.4% |
| 30D | -9.3% | +6.8% | -16.1% | -11.3% |
| 3M | -1.6% | +30.5% | -32.1% | -10.0% |
| 6M | -0.8% | +13.3% | -14.2% | -6.3% |
| YTD | -1.0% | -21.0% | +19.9% | +2.9% |
| 1Y | +8.2% | -34.0% | +42.2% | +18.4% |
| 3Y | +12.7% | +33.1% | -20.4% | -3.5% |
| 5Y | -30.2% | +30.3% | -60.5% | -40.7% |
| 10Y | +120.9% | +205.5% | -84.7% | +56.8% |
| All | +255.3% | +390.3% | -135.0% | +149.6% |
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