+277.7%
ELF vs GDDY
+170.1%
+107.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.8% | -4.8% | -4.3% |
| 7D | -6.8% | -8.1% | +1.3% | -4.3% |
| 30D | +5.1% | +2.3% | +2.8% | +3.8% |
| 3M | +79.8% | +14.7% | +65.0% | +68.5% |
| 6M | +29.7% | +2.1% | +27.6% | +25.5% |
| YTD | +31.6% | -24.6% | +56.2% | +39.9% |
| 1Y | -27.9% | -37.1% | +9.2% | -18.4% |
| 3Y | -26.4% | +25.5% | -51.9% | -35.6% |
| 5Y | +235.6% | +24.2% | +211.4% | +190.9% |
| All | +277.7% | +170.1% | +107.6% | +160.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling