+33.1%
GDDY vs EAT
+578.9%
-545.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +1.9% |
| 7D | -3.2% | -7.7% | +4.5% | -2.3% |
| 30D | +6.8% | -13.6% | +20.4% | +8.5% |
| 3M | +30.5% | +33.9% | -3.4% | +26.0% |
| 6M | +13.3% | +47.2% | -33.9% | +7.5% |
| YTD | -21.0% | +48.1% | -69.0% | -25.3% |
| 1Y | -34.0% | +33.7% | -67.7% | -36.8% |
| 3Y | +33.1% | +595.8% | -562.7% | -5.4% |
| All | +33.1% | +578.9% | -545.8% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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