+168.6%
ECL vs GDDY
+381.9%
-213.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.0% | -3.2% | -0.9% |
| 7D | -2.6% | -7.0% | +4.4% | -1.2% |
| 30D | -4.6% | +6.2% | -10.8% | -6.2% |
| 3M | +6.0% | +20.0% | -14.1% | +0.6% |
| 6M | -3.0% | +6.8% | -9.8% | -6.1% |
| YTD | +4.0% | -22.3% | +26.4% | +7.8% |
| 1Y | +2.0% | -33.5% | +35.5% | +9.7% |
| 3Y | +53.9% | +29.2% | +24.7% | +37.1% |
| 5Y | +27.1% | +28.1% | -0.9% | +12.2% |
| 10Y | +155.0% | +200.2% | -45.2% | +91.7% |
| All | +168.6% | +381.9% | -213.2% | +99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling