+50.4%
IEFA vs GDDY
+29.8%
+20.7%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.7% |
| 7D | -1.6% | -3.2% | +1.6% | -1.2% |
| 30D | -1.5% | +6.8% | -8.3% | -2.7% |
| 3M | +3.4% | +30.5% | -27.0% | -2.0% |
| 6M | +9.5% | +13.3% | -3.8% | +5.7% |
| YTD | +13.0% | -21.0% | +34.0% | +17.5% |
| 1Y | +18.0% | -34.0% | +52.0% | +27.8% |
| 3Y | +65.4% | +33.1% | +32.3% | +43.8% |
| All | +50.4% | +29.8% | +20.7% | +33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling