+110.0%
FE vs GDDY
+207.2%
-97.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.0% | -0.5% |
| 7D | -1.4% | -3.2% | +1.8% | -1.0% |
| 30D | -1.9% | +6.8% | -8.7% | -3.0% |
| 3M | -0.2% | +30.5% | -30.6% | -4.7% |
| 6M | -7.1% | +13.3% | -20.4% | -9.9% |
| YTD | +6.1% | -21.0% | +27.1% | +8.7% |
| 1Y | +10.1% | -34.0% | +44.1% | +16.0% |
| 3Y | +46.9% | +33.1% | +13.8% | +32.6% |
| 5Y | +50.0% | +30.3% | +19.7% | +33.0% |
| All | +110.0% | +207.2% | -97.3% | +53.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling