+364.9%
FERG vs GDDY
+390.3%
-25.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +0.5% |
| 7D | -2.6% | -3.2% | +0.6% | -2.3% |
| 30D | -8.9% | +6.8% | -15.7% | -9.7% |
| 3M | -2.0% | +30.5% | -32.5% | -5.7% |
| 6M | -3.2% | +13.3% | -16.5% | -5.6% |
| YTD | +1.5% | -21.0% | +22.5% | +3.2% |
| 1Y | +0.5% | -34.0% | +34.5% | +4.5% |
| 3Y | +50.4% | +33.1% | +17.3% | +43.8% |
| 5Y | +68.7% | +30.3% | +38.4% | +61.2% |
| 10Y | +351.3% | +205.5% | +145.8% | +312.9% |
| All | +364.9% | +390.3% | -25.4% | +317.4% |
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 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