+65.0%
FDX vs GDDY
-11.8%
+76.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.3% | -0.7% | +3.5% |
| 7D | +8.1% | +11.1% | -2.9% | +7.9% |
| 30D | +13.9% | +18.6% | -4.7% | +13.6% |
| 3M | +5.5% | +32.8% | -27.3% | +5.4% |
| 6M | +15.1% | +34.0% | -18.9% | +15.9% |
| YTD | +43.2% | -4.6% | +47.8% | +55.7% |
| 1Y | +65.0% | -12.5% | +77.5% | +87.0% |
| All | +65.0% | -11.8% | +76.9% | +87.0% |
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