+144.8%
EWJ vs GDDY
+390.3%
-245.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.8% | +0.4% | +1.9% |
| 7D | +0.3% | -3.2% | +3.5% | +0.7% |
| 30D | +0.8% | +6.8% | -6.0% | -0.5% |
| 3M | +7.5% | +30.5% | -23.0% | +1.6% |
| 6M | +15.6% | +13.3% | +2.3% | +11.4% |
| YTD | +22.7% | -21.0% | +43.7% | +25.8% |
| 1Y | +26.4% | -34.0% | +60.4% | +34.1% |
| 3Y | +72.5% | +33.1% | +39.5% | +57.2% |
| 5Y | +52.4% | +30.3% | +22.1% | +37.6% |
| 10Y | +143.8% | +205.5% | -61.7% | +86.8% |
| All | +144.8% | +390.3% | -245.5% | +82.6% |
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