+598.6%
ABBV vs GDDY
+390.3%
+208.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -0.9% | +0.6% |
| 7D | +0.3% | -3.2% | +3.5% | +0.7% |
| 30D | +3.4% | +6.8% | -3.4% | +2.4% |
| 3M | +15.2% | +30.5% | -15.3% | +10.8% |
| 6M | +14.7% | +13.3% | +1.4% | +11.9% |
| YTD | +15.2% | -21.0% | +36.2% | +17.6% |
| 1Y | +20.4% | -34.0% | +54.4% | +25.8% |
| 3Y | +91.3% | +33.1% | +58.3% | +76.6% |
| 5Y | +189.6% | +30.3% | +159.2% | +163.0% |
| 10Y | +511.7% | +205.5% | +306.2% | +390.4% |
| All | +598.6% | +390.3% | +208.2% | +475.0% |
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