+33.1%
GDDY vs EL
-34.0%
+67.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.7% |
| 7D | -3.2% | -6.5% | +3.3% | -2.6% |
| 30D | +6.8% | +11.1% | -4.3% | +5.5% |
| 3M | +30.5% | +10.7% | +19.8% | +28.9% |
| 6M | +13.3% | +6.9% | +6.5% | +11.9% |
| YTD | -21.0% | -6.3% | -14.7% | -21.3% |
| 1Y | -34.0% | +13.5% | -47.5% | -35.5% |
| 3Y | +33.1% | -33.1% | +66.1% | +36.7% |
| All | +33.1% | -34.0% | +67.0% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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