+50.0%
FANG vs GDDY
+30.8%
+19.2%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.3% |
| 7D | +2.9% | -3.2% | +6.1% | +3.1% |
| 30D | +2.6% | +6.8% | -4.2% | +2.1% |
| 3M | +7.6% | +30.5% | -22.9% | +4.0% |
| 6M | +17.3% | +13.3% | +4.0% | +15.0% |
| YTD | +38.7% | -21.0% | +59.6% | +43.3% |
| 1Y | +51.6% | -34.0% | +85.6% | +61.7% |
| 3Y | +50.0% | +33.1% | +16.9% | +56.9% |
| All | +50.0% | +30.8% | +19.2% | +56.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling