+215.9%
ELF vs GDDY
+29.8%
+186.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.6% | +0.7% |
| 7D | -11.6% | -3.2% | -8.4% | -10.8% |
| 30D | +4.6% | +6.8% | -2.2% | +2.0% |
| 3M | +59.7% | +30.5% | +29.2% | +43.2% |
| 6M | +21.2% | +13.3% | +7.9% | +13.0% |
| YTD | +27.4% | -21.0% | +48.4% | +34.9% |
| 1Y | -29.8% | -34.0% | +4.2% | -20.3% |
| 3Y | -28.5% | +33.1% | -61.5% | -40.5% |
| All | +215.9% | +29.8% | +186.1% | +198.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling