-18.0%
ELF vs GDDY
-29.3%
+11.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.2% | +4.3% | +2.4% |
| 7D | +5.4% | +3.7% | +1.7% | +4.8% |
| 30D | +27.0% | +10.4% | +16.6% | +24.9% |
| 3M | +113.2% | +19.4% | +93.8% | +103.4% |
| 6M | +36.6% | +14.3% | +22.3% | +31.1% |
| YTD | +44.2% | -18.4% | +62.6% | +45.4% |
| 1Y | -18.0% | -30.1% | +12.1% | -12.1% |
| All | -18.0% | -29.3% | +11.3% | -12.1% |
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 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