+144.6%
IEFA vs GDDY
+207.2%
-62.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.6% |
| 7D | -1.6% | -3.2% | +1.6% | -1.0% |
| 30D | -1.5% | +6.8% | -8.3% | -3.2% |
| 3M | +3.4% | +30.5% | -27.0% | -3.7% |
| 6M | +9.5% | +13.3% | -3.8% | +4.4% |
| YTD | +13.0% | -21.0% | +34.0% | +16.8% |
| 1Y | +18.0% | -34.0% | +52.0% | +27.4% |
| 3Y | +65.4% | +33.1% | +32.3% | +44.7% |
| 5Y | +51.6% | +30.3% | +21.2% | +30.9% |
| All | +144.6% | +207.2% | -62.7% | +65.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling