+222.9%
EWY vs GDDY
+30.8%
+192.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.8% | +1.5% | +3.3% |
| 7D | -0.1% | -3.2% | +3.1% | -0.2% |
| 30D | +7.3% | +6.8% | +0.5% | +7.6% |
| 3M | -5.1% | +30.5% | -35.6% | -5.7% |
| 6M | +42.1% | +13.3% | +28.7% | +42.2% |
| YTD | +94.1% | -21.0% | +115.1% | +104.3% |
| 1Y | +147.8% | -34.0% | +181.8% | +169.6% |
| 3Y | +222.9% | +33.1% | +189.9% | +163.9% |
| All | +222.9% | +30.8% | +192.1% | +163.9% |
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