-38.6%
FICO vs GDDY
-29.3%
-9.3%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -2.2% | -14.4% | -15.7% |
| 7D | -19.2% | +3.7% | -22.9% | -20.3% |
| 30D | -14.6% | +10.4% | -25.0% | -18.3% |
| 3M | -20.1% | +19.4% | -39.5% | -27.0% |
| 6M | -36.3% | +14.3% | -50.6% | -40.9% |
| YTD | -44.9% | -18.4% | -26.5% | -39.4% |
| 1Y | -38.6% | -30.1% | -8.5% | -23.5% |
| All | -38.6% | -29.3% | -9.3% | -23.5% |
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