+648.3%
FICO vs GDDY
+207.2%
+441.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.8% | +0.8% | +1.6% |
| 7D | +5.7% | -3.2% | +8.9% | +7.2% |
| 30D | -5.6% | +6.8% | -12.4% | -9.4% |
| 3M | -16.9% | +30.5% | -47.3% | -29.6% |
| 6M | -15.4% | +13.3% | -28.8% | -22.7% |
| YTD | -41.7% | -21.0% | -20.8% | -35.8% |
| 1Y | -38.3% | -34.0% | -4.3% | -24.9% |
| 3Y | +8.9% | +33.1% | -24.2% | -14.0% |
| 5Y | +118.3% | +30.3% | +88.0% | +69.2% |
| All | +648.3% | +207.2% | +441.0% | +295.3% |
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