-51.7%
FIG vs GDDY
-11.8%
-39.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.3% | +0.9% | +2.9% |
| 7D | -4.7% | +11.1% | -15.7% | -10.4% |
| 30D | +0.5% | +18.6% | -18.1% | -8.8% |
| 3M | -18.4% | +32.8% | -51.2% | -30.9% |
| 6M | +10.9% | +34.0% | -23.2% | -8.4% |
| YTD | -40.8% | -4.6% | -36.1% | -33.6% |
| 1Y | -51.7% | -12.5% | -39.2% | -39.5% |
| All | -51.7% | -11.8% | -39.9% | -39.5% |
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