+200.1%
GDDY vs EFV
+169.9%
+30.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +0.9% |
| 7D | -3.2% | -0.8% | -2.4% | -2.6% |
| 30D | +6.8% | +0.6% | +6.2% | +6.3% |
| 3M | +30.5% | +7.5% | +22.9% | +23.2% |
| 6M | +13.3% | +13.0% | +0.3% | +2.1% |
| YTD | -21.0% | +18.3% | -39.3% | -32.1% |
| 1Y | -34.0% | +26.7% | -60.7% | -46.5% |
| 3Y | +33.1% | +89.6% | -56.5% | -24.7% |
| 5Y | +30.3% | +98.2% | -67.9% | -29.7% |
| All | +200.1% | +169.9% | +30.2% | +18.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling