+47.2%
FE vs GDDY
+28.5%
+18.7%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.0% | -2.9% | 0.0% |
| 7D | -1.7% | -7.0% | +5.3% | -1.5% |
| 30D | -1.3% | +6.2% | -7.5% | -1.4% |
| 3M | +0.6% | +20.0% | -19.4% | +0.2% |
| 6M | -6.8% | +6.8% | -13.7% | -7.1% |
| YTD | +6.4% | -22.3% | +28.7% | +7.5% |
| 1Y | +11.3% | -33.5% | +44.8% | +13.3% |
| All | +47.2% | +28.5% | +18.7% | +36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling