+156.3%
ECL vs GDDY
+207.2%
-50.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +1.2% |
| 7D | -1.1% | -3.2% | +2.1% | -0.4% |
| 30D | -0.8% | +6.8% | -7.6% | -2.9% |
| 3M | +5.0% | +30.5% | -25.4% | -3.2% |
| 6M | +0.2% | +13.3% | -13.1% | -5.1% |
| YTD | +5.8% | -21.0% | +26.7% | +9.9% |
| 1Y | +1.5% | -34.0% | +35.5% | +11.1% |
| 3Y | +55.0% | +33.1% | +21.9% | +32.5% |
| 5Y | +29.3% | +30.3% | -1.0% | +9.5% |
| All | +156.3% | +207.2% | -50.9% | +69.9% |
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 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