-3.9%
ELF vs GDDY
-11.8%
+7.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.3% | -2.4% | +1.4% |
| 7D | -1.5% | +11.1% | -12.6% | -2.9% |
| 30D | +9.5% | +18.6% | -9.1% | +7.1% |
| 3M | +29.4% | +32.8% | -3.4% | +23.9% |
| 6M | +83.7% | +34.0% | +49.7% | +72.6% |
| YTD | +49.4% | -4.6% | +54.1% | +44.0% |
| 1Y | -3.9% | -12.5% | +8.5% | +0.1% |
| All | -3.9% | -11.8% | +7.9% | +0.1% |
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