+30.8%
GDDY vs ABCL
+93.0%
-62.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -5.3% | +8.3% | +3.2% |
| 7D | -7.0% | -9.6% | +2.6% | -6.6% |
| 30D | +6.2% | +7.2% | -1.0% | +5.7% |
| 3M | +20.0% | +105.5% | -85.5% | +14.8% |
| 6M | +6.8% | +193.0% | -186.2% | -0.1% |
| YTD | -22.3% | +205.8% | -228.2% | -27.8% |
| 1Y | -33.5% | +144.4% | -177.9% | -37.8% |
| All | +30.8% | +93.0% | -62.2% | +20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling