-29.3%
ELF vs GDDY
+28.5%
-57.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.0% | -7.3% | -5.0% |
| 7D | -10.8% | -7.0% | -3.8% | -9.3% |
| 30D | +0.8% | +6.2% | -5.4% | -1.1% |
| 3M | +64.8% | +20.0% | +44.7% | +53.6% |
| 6M | +19.0% | +6.8% | +12.1% | +14.2% |
| YTD | +25.9% | -22.3% | +48.3% | +33.9% |
| 1Y | -28.8% | -33.5% | +4.8% | -19.8% |
| All | -29.3% | +28.5% | -57.8% | -37.2% |
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 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