+24.5%
ALAB vs GDDY
-11.8%
+36.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.3% | -8.7% | -2.5% |
| 7D | -24.9% | +11.1% | -35.9% | -20.7% |
| 30D | -38.4% | +18.6% | -57.0% | -32.7% |
| 3M | -38.3% | +32.8% | -71.1% | -28.6% |
| 6M | +10.9% | +34.0% | -23.1% | +33.0% |
| YTD | +34.2% | -4.6% | +38.9% | +45.2% |
| 1Y | +24.5% | -12.5% | +37.0% | +36.5% |
| All | +24.5% | -11.8% | +36.3% | +36.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling