+250.8%
FANG vs GDDY
+390.3%
-139.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.7% |
| 7D | +2.9% | -3.2% | +6.1% | +3.7% |
| 30D | +2.6% | +6.8% | -4.2% | +0.3% |
| 3M | +7.6% | +30.5% | -22.9% | -2.6% |
| 6M | +17.3% | +13.3% | +4.0% | +9.9% |
| YTD | +38.7% | -21.0% | +59.6% | +43.7% |
| 1Y | +51.6% | -34.0% | +85.6% | +66.0% |
| 3Y | +50.0% | +33.1% | +16.9% | +26.5% |
| 5Y | +237.6% | +30.3% | +207.2% | +179.3% |
| 10Y | +180.7% | +205.5% | -24.8% | +90.5% |
| All | +250.8% | +390.3% | -139.5% | +130.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling