+62.8%
FDX vs GDDY
+29.8%
+33.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.3% |
| 7D | -3.3% | -3.2% | -0.1% | -2.7% |
| 30D | -4.5% | +6.8% | -11.3% | -5.8% |
| 3M | -7.3% | +30.5% | -37.8% | -12.9% |
| 6M | +7.5% | +13.3% | -5.8% | +3.4% |
| YTD | +35.1% | -21.0% | +56.0% | +41.2% |
| 1Y | +71.4% | -34.0% | +105.4% | +87.5% |
| 3Y | +60.8% | +33.1% | +27.7% | +35.2% |
| All | +62.8% | +29.8% | +33.0% | +33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling