+200.1%
GDDY vs ESI
+312.8%
-112.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.6% |
| 7D | -3.2% | -4.6% | +1.4% | -2.0% |
| 30D | +6.8% | -10.5% | +17.3% | +9.8% |
| 3M | +30.5% | -19.8% | +50.3% | +36.3% |
| 6M | +13.3% | +5.8% | +7.5% | +6.1% |
| YTD | -21.0% | +38.3% | -59.3% | -33.1% |
| 1Y | -34.0% | +31.5% | -65.5% | -43.4% |
| 3Y | +33.1% | +80.7% | -47.6% | -1.7% |
| 5Y | +30.3% | +69.4% | -39.1% | -3.3% |
| All | +200.1% | +312.8% | -112.7% | +58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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