+197.1%
ABT vs GDDY
+207.2%
-10.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.1% | -1.8% |
| 7D | -5.9% | -3.2% | -2.7% | -5.3% |
| 30D | -8.1% | +6.8% | -14.9% | -9.7% |
| 3M | +14.5% | +30.5% | -15.9% | +6.8% |
| 6M | -6.3% | +13.3% | -19.6% | -10.3% |
| YTD | -17.1% | -21.0% | +3.8% | -14.2% |
| 1Y | -21.4% | -34.0% | +12.6% | -15.2% |
| 3Y | +5.9% | +33.1% | -27.1% | -8.3% |
| 5Y | -12.8% | +30.3% | -43.1% | -25.7% |
| All | +197.1% | +207.2% | -10.1% | +101.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling