+59.5%
EWZ vs GDDY
+29.8%
+29.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.7% | -1.2% |
| 7D | +0.9% | -3.2% | +4.1% | +1.2% |
| 30D | +12.8% | +6.8% | +6.0% | +11.7% |
| 3M | +10.8% | +30.5% | -19.7% | +5.9% |
| 6M | +2.5% | +13.3% | -10.8% | -0.3% |
| YTD | +21.4% | -21.0% | +42.3% | +25.3% |
| 1Y | +32.8% | -34.0% | +66.8% | +41.8% |
| 3Y | +45.2% | +33.1% | +12.1% | +30.1% |
| All | +59.5% | +29.8% | +29.8% | +57.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling