+74.0%
ALB vs GDDY
+207.2%
-133.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.8% | -5.2% | -3.9% |
| 7D | -6.6% | -3.2% | -3.4% | -6.0% |
| 30D | -8.1% | +6.8% | -14.9% | -10.4% |
| 3M | -25.7% | +30.5% | -56.1% | -33.2% |
| 6M | -29.5% | +13.3% | -42.8% | -34.5% |
| YTD | -16.2% | -21.0% | +4.8% | -12.9% |
| 1Y | +59.2% | -34.0% | +93.2% | +76.4% |
| 3Y | -33.7% | +33.1% | -66.8% | -46.6% |
| 5Y | -48.1% | +30.3% | -78.4% | -58.3% |
| All | +74.0% | +207.2% | -133.2% | -1.4% |
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