+14.5%
GDDY vs ABCL
-82.1%
+96.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.1% | -2.3% | +1.4% |
| 7D | -3.2% | -4.7% | +1.5% | -2.8% |
| 30D | +6.8% | +5.2% | +1.6% | +6.0% |
| 3M | +30.5% | +106.6% | -76.2% | +20.0% |
| 6M | +13.3% | +198.4% | -185.0% | -0.2% |
| YTD | -21.0% | +218.4% | -239.4% | -31.3% |
| 1Y | -34.0% | +136.2% | -170.2% | -41.4% |
| 3Y | +33.1% | +103.2% | -70.1% | +15.4% |
| 5Y | +30.3% | -42.7% | +73.0% | +23.6% |
| All | +14.5% | -82.1% | +96.6% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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