-61.9%
FCEL vs GDDY
+30.8%
-92.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.2% | +1.9% |
| 7D | +6.3% | -3.2% | +9.5% | +6.3% |
| 30D | -26.7% | +6.8% | -33.5% | -27.3% |
| 3M | -10.2% | +30.5% | -40.6% | -15.7% |
| 6M | +123.5% | +13.3% | +110.2% | +113.2% |
| YTD | +117.4% | -21.0% | +138.3% | +127.9% |
| 1Y | +146.0% | -34.0% | +180.0% | +172.1% |
| 3Y | -61.9% | +33.1% | -95.0% | -75.5% |
| All | -61.9% | +30.8% | -92.7% | -75.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling