+8.9%
FICO vs GDDY
+30.8%
-21.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.8% | +0.8% | +1.8% |
| 7D | +5.7% | -3.2% | +8.9% | +7.0% |
| 30D | -5.6% | +6.8% | -12.4% | -8.8% |
| 3M | -16.9% | +30.5% | -47.3% | -27.7% |
| 6M | -15.4% | +13.3% | -28.8% | -21.5% |
| YTD | -41.7% | -21.0% | -20.8% | -36.3% |
| 1Y | -38.3% | -34.0% | -4.3% | -26.5% |
| 3Y | +8.9% | +33.1% | -24.2% | +1.4% |
| All | +8.9% | +30.8% | -21.9% | +1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling