+31.6%
FAST vs GDDY
-11.8%
+43.4%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.3% | -2.6% | +1.6% |
| 7D | +3.4% | +11.1% | -7.6% | +3.2% |
| 30D | +5.5% | +18.6% | -13.1% | +5.2% |
| 3M | +7.6% | +32.8% | -25.2% | +6.8% |
| 6M | +19.8% | +34.0% | -14.2% | +18.4% |
| YTD | +35.5% | -4.6% | +40.1% | +41.6% |
| 1Y | +31.6% | -12.5% | +44.1% | +44.1% |
| All | +31.6% | -11.8% | +43.4% | +44.1% |
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