+507.0%
EWT vs GDDY
+390.3%
+116.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | +0.1% | +1.5% |
| 7D | -1.1% | -3.2% | +2.1% | -0.6% |
| 30D | +4.5% | +6.8% | -2.4% | +2.8% |
| 3M | +8.3% | +30.5% | -22.2% | +0.7% |
| 6M | +54.2% | +13.3% | +40.9% | +47.0% |
| YTD | +74.6% | -21.0% | +95.5% | +79.3% |
| 1Y | +84.9% | -34.0% | +118.9% | +97.9% |
| 3Y | +197.5% | +33.1% | +164.5% | +164.9% |
| 5Y | +150.6% | +30.3% | +120.3% | +120.7% |
| 10Y | +516.1% | +205.5% | +310.5% | +353.4% |
| All | +507.0% | +390.3% | +116.6% | +335.5% |
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