-12.5%
GDDY vs EFV
+25.8%
-38.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.1% | +1.1% | +4.7% |
| 7D | +11.1% | +2.9% | +8.2% | +11.5% |
| 30D | +18.6% | +3.6% | +15.1% | +19.2% |
| 3M | +32.8% | -0.1% | +32.9% | +32.6% |
| 6M | +34.0% | +9.6% | +24.4% | +37.8% |
| YTD | -4.6% | +17.0% | -21.6% | -7.7% |
| 1Y | -12.5% | +25.7% | -38.1% | -20.2% |
| All | -12.5% | +25.8% | -38.3% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling