-37.1%
FIS vs GDDY
-29.3%
-7.7%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.1% |
| 7D | +1.1% | +3.7% | -2.6% | -0.2% |
| 30D | -2.2% | +10.4% | -12.6% | -5.7% |
| 3M | +2.1% | +19.4% | -17.3% | -5.2% |
| 6M | -14.7% | +14.3% | -28.9% | -20.2% |
| YTD | -35.7% | -18.4% | -17.4% | -32.2% |
| 1Y | -37.1% | -30.1% | -7.0% | -30.8% |
| All | -37.1% | -29.3% | -7.7% | -30.8% |
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