+42.9%
FANG vs GDDY
-29.3%
+72.3%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.9% |
| 7D | +0.8% | +3.7% | -2.9% | +0.9% |
| 30D | +7.6% | +10.4% | -2.8% | +8.0% |
| 3M | -1.3% | +19.4% | -20.7% | -0.8% |
| 6M | +14.7% | +14.3% | +0.4% | +15.1% |
| YTD | +34.8% | -18.4% | +53.1% | +34.1% |
| 1Y | +42.9% | -30.1% | +73.0% | +38.8% |
| All | +42.9% | -29.3% | +72.3% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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