+18.0%
IEFA vs GDDY
-32.7%
+50.7%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +1.0% |
| 7D | -1.6% | -3.2% | +1.6% | -1.6% |
| 30D | -1.5% | +6.8% | -8.3% | -1.3% |
| 3M | +3.4% | +30.5% | -27.0% | +4.4% |
| 6M | +9.5% | +13.3% | -3.8% | +10.3% |
| YTD | +13.0% | -21.0% | +34.0% | +17.3% |
| 1Y | +18.0% | -34.0% | +52.0% | +24.9% |
| All | +18.0% | -32.7% | +50.7% | +24.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling