+174.2%
FDX vs GDDY
+368.0%
-193.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.3% | -1.8% |
| 7D | -2.3% | -8.1% | +5.8% | -0.3% |
| 30D | -4.9% | +2.3% | -7.2% | -5.7% |
| 3M | -6.5% | +14.7% | -21.2% | -11.2% |
| 6M | +6.7% | +2.1% | +4.6% | +3.7% |
| YTD | +33.9% | -24.6% | +58.4% | +40.5% |
| 1Y | +72.2% | -37.1% | +109.3% | +90.1% |
| 3Y | +60.2% | +25.5% | +34.7% | +39.4% |
| 5Y | +62.9% | +24.2% | +38.7% | +39.6% |
| 10Y | +178.8% | +191.6% | -12.8% | +97.0% |
| All | +174.2% | +368.0% | -193.8% | +88.8% |
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