-55.8%
FIG vs GDDY
-29.3%
-26.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.2% | -2.1% | -3.0% |
| 7D | -16.3% | +3.7% | -20.0% | -18.2% |
| 30D | -14.3% | +10.4% | -24.7% | -19.2% |
| 3M | +7.2% | +19.4% | -12.3% | -6.0% |
| 6M | -18.6% | +14.3% | -32.9% | -27.0% |
| YTD | -35.5% | -18.4% | -17.1% | -19.7% |
| 1Y | -55.8% | -30.1% | -25.7% | -32.1% |
| All | -55.8% | -29.3% | -26.5% | -32.1% |
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