+246.7%
FFIV vs GDDY
+207.2%
+39.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.8% | +1.6% | +2.8% |
| 7D | +5.4% | -3.2% | +8.6% | +6.3% |
| 30D | -2.7% | +6.8% | -9.5% | -5.2% |
| 3M | +4.5% | +30.5% | -25.9% | -6.4% |
| 6M | +42.2% | +13.3% | +28.9% | +32.5% |
| YTD | +61.3% | -21.0% | +82.3% | +68.4% |
| 1Y | +23.0% | -34.0% | +57.0% | +36.7% |
| 3Y | +156.3% | +33.1% | +123.2% | +116.8% |
| 5Y | +102.9% | +30.3% | +72.5% | +70.7% |
| All | +246.7% | +207.2% | +39.4% | +118.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling