+545.3%
FAST vs GDDY
+364.4%
+180.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.3% | +7.9% | +1.2% |
| 7D | +1.3% | -7.6% | +8.9% | +2.8% |
| 30D | -4.7% | +2.0% | -6.7% | -5.5% |
| 3M | +7.9% | +15.1% | -7.2% | +3.4% |
| 6M | +7.4% | -1.1% | +8.6% | +5.7% |
| YTD | +25.1% | -25.1% | +50.2% | +30.2% |
| 1Y | +4.7% | -37.3% | +42.0% | +13.3% |
| 3Y | +94.7% | +24.5% | +70.2% | +75.8% |
| 5Y | +106.8% | +23.5% | +83.2% | +84.3% |
| 10Y | +507.7% | +185.0% | +322.7% | +371.4% |
| All | +545.3% | +364.4% | +180.9% | +390.5% |
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