+33.1%
GDDY vs ALC
-19.1%
+52.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.5% | +2.0% |
| 7D | -3.2% | -6.3% | +3.1% | -1.5% |
| 30D | +6.8% | -10.3% | +17.1% | +9.8% |
| 3M | +30.5% | -0.7% | +31.2% | +30.9% |
| 6M | +13.3% | -17.8% | +31.2% | +18.1% |
| YTD | -21.0% | -15.8% | -5.2% | -18.4% |
| 1Y | -34.0% | -16.7% | -17.3% | -31.7% |
| 3Y | +33.1% | -19.7% | +52.8% | +40.3% |
| All | +33.1% | -19.1% | +52.2% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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