+46.6%
EWZ vs GDDY
+28.5%
+18.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.0% | -1.7% | +1.1% |
| 7D | +1.1% | -7.0% | +8.1% | +1.5% |
| 30D | +13.5% | +6.2% | +7.3% | +13.0% |
| 3M | +15.2% | +20.0% | -4.8% | +13.1% |
| 6M | +3.7% | +6.8% | -3.1% | +2.8% |
| YTD | +22.5% | -22.3% | +44.9% | +26.7% |
| 1Y | +35.3% | -33.5% | +68.8% | +43.2% |
| All | +46.6% | +28.5% | +18.1% | +29.5% |
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 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