+67.7%
FERG vs GDDY
+29.8%
+38.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +0.3% |
| 7D | -2.6% | -3.2% | +0.6% | -2.0% |
| 30D | -8.9% | +6.8% | -15.7% | -10.5% |
| 3M | -2.0% | +30.5% | -32.5% | -9.4% |
| 6M | -3.2% | +13.3% | -16.5% | -8.0% |
| YTD | +1.5% | -21.0% | +22.5% | +6.1% |
| 1Y | +0.5% | -34.0% | +34.5% | +10.9% |
| 3Y | +50.4% | +33.1% | +17.3% | +27.0% |
| All | +67.7% | +29.8% | +38.0% | +46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling