+220.0%
ELV vs GDDY
+390.3%
-170.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.2% | +0.2% |
| 7D | +3.2% | -3.2% | +6.4% | +3.8% |
| 30D | +5.4% | +6.8% | -1.4% | +3.8% |
| 3M | +5.4% | +30.5% | -25.1% | -1.0% |
| 6M | +45.7% | +13.3% | +32.4% | +40.1% |
| YTD | +21.2% | -21.0% | +42.2% | +24.8% |
| 1Y | +35.6% | -34.0% | +69.6% | +44.9% |
| 3Y | -2.0% | +33.1% | -35.1% | -13.0% |
| 5Y | +26.0% | +30.3% | -4.3% | +9.9% |
| 10Y | +278.7% | +205.5% | +73.2% | +184.7% |
| All | +220.0% | +390.3% | -170.3% | +139.2% |
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