+113.1%
FE vs GDDY
+368.0%
-254.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.6% |
| 7D | -0.2% | -8.1% | +7.9% | +0.7% |
| 30D | -1.2% | +2.3% | -3.5% | -1.6% |
| 3M | +1.7% | +14.7% | -13.1% | -0.6% |
| 6M | -7.5% | +2.1% | -9.6% | -8.5% |
| YTD | +6.3% | -24.6% | +30.9% | +8.8% |
| 1Y | +10.9% | -37.1% | +48.0% | +16.0% |
| 3Y | +46.9% | +25.5% | +21.4% | +37.6% |
| 5Y | +47.6% | +24.2% | +23.4% | +36.4% |
| 10Y | +114.5% | +191.6% | -77.1% | +85.4% |
| All | +113.1% | +368.0% | -254.9% | +87.8% |
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