+265.7%
ELF vs GDDY
+182.9%
+82.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.6% | +0.6% |
| 7D | -11.6% | -3.2% | -8.4% | -10.8% |
| 30D | +4.6% | +6.8% | -2.2% | +1.9% |
| 3M | +59.7% | +30.5% | +29.2% | +43.8% |
| 6M | +21.2% | +13.3% | +7.9% | +13.3% |
| YTD | +27.4% | -21.0% | +48.4% | +33.5% |
| 1Y | -29.8% | -34.0% | +4.2% | -21.8% |
| 3Y | -28.5% | +33.1% | -61.5% | -38.5% |
| 5Y | +220.0% | +30.3% | +189.7% | +173.1% |
| All | +265.7% | +182.9% | +82.7% | +148.2% |
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