+323.2%
FCX vs GDDY
+390.3%
-67.1%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.8% |
| 7D | -2.3% | -3.2% | +0.9% | -1.6% |
| 30D | +2.7% | +6.8% | -4.1% | -0.7% |
| 3M | +7.4% | +30.5% | -23.1% | -5.5% |
| 6M | +16.0% | +13.3% | +2.7% | +5.9% |
| YTD | +40.9% | -21.0% | +61.9% | +45.9% |
| 1Y | +56.4% | -34.0% | +90.4% | +73.9% |
| 3Y | +84.2% | +33.1% | +51.1% | +46.4% |
| 5Y | +114.6% | +30.3% | +84.3% | +68.6% |
| 10Y | +668.4% | +205.5% | +462.8% | +349.3% |
| All | +323.2% | +390.3% | -67.1% | +138.8% |
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