-34.0%
GDDY vs ABCL
+152.1%
-186.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.1% | -2.3% | +1.6% |
| 7D | -3.2% | -4.7% | +1.5% | -3.0% |
| 30D | +6.8% | +5.2% | +1.6% | +6.3% |
| 3M | +30.5% | +106.6% | -76.2% | +23.6% |
| 6M | +13.3% | +198.4% | -185.0% | +3.7% |
| YTD | -21.0% | +218.4% | -239.4% | -28.4% |
| 1Y | -34.0% | +136.2% | -170.2% | -39.3% |
| All | -34.0% | +152.1% | -186.1% | -39.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling