-99.1%
FCEL vs GDDY
+207.2%
-306.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.2% | +1.2% |
| 7D | +6.3% | -3.2% | +9.5% | +6.8% |
| 30D | -26.7% | +6.8% | -33.5% | -30.3% |
| 3M | -10.2% | +30.5% | -40.6% | -25.1% |
| 6M | +123.5% | +13.3% | +110.2% | +94.7% |
| YTD | +117.4% | -21.0% | +138.3% | +123.5% |
| 1Y | +146.0% | -34.0% | +180.0% | +178.7% |
| 3Y | -61.9% | +33.1% | -95.0% | -72.7% |
| 5Y | -90.5% | +30.3% | -120.8% | -92.9% |
| All | -99.1% | +207.2% | -306.4% | -99.6% |
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