+528.7%
FAST vs GDDY
+207.2%
+321.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.1% | +0.2% |
| 7D | -0.6% | -3.2% | +2.6% | +0.1% |
| 30D | -5.6% | +6.8% | -12.4% | -7.4% |
| 3M | +6.9% | +30.5% | -23.6% | -1.3% |
| 6M | +7.0% | +13.3% | -6.3% | +1.4% |
| YTD | +24.9% | -21.0% | +45.9% | +29.4% |
| 1Y | +6.5% | -34.0% | +40.5% | +15.6% |
| 3Y | +94.1% | +33.1% | +61.1% | +67.8% |
| 5Y | +107.7% | +30.3% | +77.3% | +76.9% |
| All | +528.7% | +207.2% | +321.5% | +344.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling