-2.3%
FERG vs GDDY
-29.3%
+27.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.2% | +4.6% | +2.4% |
| 7D | 0.0% | +3.7% | -3.7% | -0.1% |
| 30D | -10.2% | +10.4% | -20.6% | -10.5% |
| 3M | -0.6% | +19.4% | -20.0% | -2.1% |
| 6M | -6.5% | +14.3% | -20.8% | -7.8% |
| YTD | +4.2% | -18.4% | +22.5% | +10.9% |
| 1Y | -2.3% | -30.1% | +27.8% | +9.4% |
| All | -2.3% | -29.3% | +27.1% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling