+384.5%
ALAB vs GDDY
-21.6%
+406.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.3% | +4.0% |
| 7D | +9.6% | -8.1% | +17.8% | +10.3% |
| 30D | -5.3% | +2.3% | -7.6% | -5.5% |
| 3M | -12.0% | +14.7% | -26.8% | -17.2% |
| 6M | +145.7% | +2.1% | +143.6% | +137.4% |
| YTD | +80.7% | -24.6% | +105.2% | +109.8% |
| 1Y | +40.1% | -37.1% | +77.2% | +84.6% |
| All | +384.5% | -21.6% | +406.1% | +326.7% |
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