+281.4%
FCEL vs GDDY
-29.3%
+310.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.1% | +1.7% |
| 7D | -15.8% | +3.7% | -19.5% | -15.5% |
| 30D | -29.3% | +10.4% | -39.7% | -28.7% |
| 3M | -30.1% | +19.4% | -49.6% | -31.7% |
| 6M | +74.4% | +14.3% | +60.2% | +70.6% |
| YTD | +104.5% | -18.4% | +122.9% | +157.2% |
| 1Y | +281.4% | -30.1% | +311.5% | +483.1% |
| All | +281.4% | -29.3% | +310.7% | +483.1% |
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