+197.5%
EWT vs GDDY
+30.8%
+166.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | +0.1% | +1.8% |
| 7D | -1.1% | -3.2% | +2.1% | -1.0% |
| 30D | +4.5% | +6.8% | -2.4% | +4.1% |
| 3M | +8.3% | +30.5% | -22.2% | +4.6% |
| 6M | +54.2% | +13.3% | +40.9% | +51.3% |
| YTD | +74.6% | -21.0% | +95.5% | +83.1% |
| 1Y | +84.9% | -34.0% | +118.9% | +101.5% |
| 3Y | +197.5% | +33.1% | +164.5% | +171.0% |
| All | +197.5% | +30.8% | +166.8% | +171.0% |
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