+8.4%
GDDY vs ABCL
-81.2%
+89.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +0.1% | -8.4% | -8.3% |
| 7D | -7.6% | +1.4% | -9.0% | -7.7% |
| 30D | +2.0% | +65.1% | -63.1% | -3.4% |
| 3M | +15.1% | +111.1% | -96.0% | +5.7% |
| 6M | -1.1% | +231.6% | -232.7% | -13.8% |
| YTD | -25.1% | +234.5% | -259.6% | -35.2% |
| 1Y | -37.3% | +174.3% | -211.6% | -45.1% |
| 3Y | +24.5% | +111.5% | -86.9% | +7.7% |
| 5Y | +23.5% | -37.3% | +60.8% | +16.4% |
| All | +8.4% | -81.2% | +89.7% | +6.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling