+381.9%
GDDY vs EL
+33.2%
+348.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.3% | +5.3% | +3.6% |
| 7D | -7.0% | -4.4% | -2.7% | -5.9% |
| 30D | +6.2% | +10.3% | -4.1% | +2.8% |
| 3M | +20.0% | +13.4% | +6.7% | +15.2% |
| 6M | +6.8% | +3.1% | +3.8% | +4.4% |
| YTD | -22.3% | -6.9% | -15.4% | -22.9% |
| 1Y | -33.5% | +11.9% | -45.4% | -38.0% |
| 3Y | +29.2% | -33.8% | +63.0% | +34.2% |
| 5Y | +28.1% | -69.0% | +97.0% | +79.7% |
| 10Y | +200.2% | +25.3% | +174.9% | +126.2% |
| All | +381.9% | +33.2% | +348.6% | +251.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling