+15.9%
ABNB vs GDDY
+15.8%
+0.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.0% | -4.1% | -2.5% |
| 7D | -9.5% | -7.0% | -2.5% | -6.6% |
| 30D | -9.4% | +6.2% | -15.6% | -12.3% |
| 3M | +29.9% | +20.0% | +9.8% | +16.1% |
| 6M | +26.6% | +6.8% | +19.8% | +18.7% |
| YTD | +23.5% | -22.3% | +45.9% | +35.4% |
| 1Y | +35.8% | -33.5% | +69.4% | +61.4% |
| 3Y | +15.0% | +29.2% | -14.2% | -19.2% |
| 5Y | +1.5% | +28.1% | -26.6% | -27.2% |
| All | +15.9% | +15.8% | +0.1% | -8.7% |
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