+246.7%
FFIV vs GDDY
+381.9%
-135.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.0% | -4.5% | -2.3% |
| 7D | +1.6% | -7.0% | +8.6% | +3.4% |
| 30D | -3.7% | +6.2% | -10.0% | -5.8% |
| 3M | +2.0% | +20.0% | -18.1% | -5.1% |
| 6M | +39.3% | +6.8% | +32.4% | +33.3% |
| YTD | +56.1% | -22.3% | +78.4% | +62.5% |
| 1Y | +22.0% | -33.5% | +55.5% | +32.8% |
| 3Y | +148.2% | +29.2% | +119.0% | +119.3% |
| 5Y | +96.3% | +28.1% | +68.3% | +72.5% |
| 10Y | +237.6% | +200.2% | +37.3% | +148.9% |
| All | +246.7% | +381.9% | -135.2% | +153.6% |
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 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