+225.6%
FANG vs GDDY
+29.8%
+195.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.5% |
| 7D | +2.9% | -3.2% | +6.1% | +3.3% |
| 30D | +2.6% | +6.8% | -4.2% | +1.3% |
| 3M | +7.6% | +30.5% | -22.9% | +0.8% |
| 6M | +17.3% | +13.3% | +4.0% | +12.6% |
| YTD | +38.7% | -21.0% | +59.6% | +44.2% |
| 1Y | +51.6% | -34.0% | +85.6% | +64.9% |
| 3Y | +50.0% | +33.1% | +16.9% | +30.3% |
| All | +225.6% | +29.8% | +195.8% | +206.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling