+97.0%
ELAN vs GDDY
+38.8%
+58.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.5% | -6.6% | -0.9% |
| 7D | -5.5% | +3.1% | -8.6% | -5.9% |
| 30D | -2.2% | +10.1% | -12.3% | -3.5% |
| 3M | -4.2% | +37.0% | -41.2% | -9.3% |
| 6M | +0.9% | +28.6% | -27.7% | -4.4% |
| YTD | +2.3% | -15.8% | +18.1% | +7.3% |
| 1Y | +24.9% | -28.0% | +52.9% | +36.7% |
| 3Y | +97.0% | +38.8% | +58.2% | +60.1% |
| All | +97.0% | +38.8% | +58.2% | +60.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling