+113.6%
EWZ vs GDDY
+364.4%
-250.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -8.3% | +10.3% | +4.2% |
| 7D | +5.6% | -7.6% | +13.2% | +7.6% |
| 30D | +9.3% | +2.0% | +7.3% | +8.1% |
| 3M | +15.7% | +15.1% | +0.6% | +8.8% |
| 6M | +7.4% | -1.1% | +8.6% | +4.9% |
| YTD | +22.7% | -25.1% | +47.8% | +29.0% |
| 1Y | +36.4% | -37.3% | +73.7% | +51.1% |
| 3Y | +50.4% | +24.5% | +25.9% | +28.6% |
| 5Y | +67.6% | +23.5% | +44.1% | +39.0% |
| 10Y | +84.1% | +185.0% | -100.9% | +18.2% |
| All | +113.6% | +364.4% | -250.8% | +28.1% |
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