+42.4%
FCEL vs GDDY
-11.8%
+54.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +4.3% | -10.3% | -4.4% |
| 7D | -14.9% | +11.1% | -25.9% | -11.2% |
| 30D | -41.7% | +18.6% | -60.3% | -37.6% |
| 3M | -53.2% | +32.8% | -86.0% | -48.3% |
| 6M | -19.0% | +34.0% | -53.1% | -12.3% |
| YTD | +44.2% | -4.6% | +48.8% | +58.4% |
| 1Y | +42.4% | -12.5% | +54.9% | +73.4% |
| All | +42.4% | -11.8% | +54.3% | +73.4% |
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 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