+307.8%
EWY vs GDDY
+390.3%
-82.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.8% | +1.5% | +2.9% |
| 7D | -0.1% | -3.2% | +3.1% | +0.4% |
| 30D | +7.3% | +6.8% | +0.5% | +5.4% |
| 3M | -5.1% | +30.5% | -35.6% | -12.3% |
| 6M | +42.1% | +13.3% | +28.7% | +34.7% |
| YTD | +94.1% | -21.0% | +115.1% | +99.2% |
| 1Y | +147.8% | -34.0% | +181.8% | +166.1% |
| 3Y | +222.9% | +33.1% | +189.9% | +179.7% |
| 5Y | +150.6% | +30.3% | +120.3% | +114.6% |
| 10Y | +304.4% | +205.5% | +98.9% | +192.9% |
| All | +307.8% | +390.3% | -82.6% | +191.1% |
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