-51.1%
FIS vs GDDY
-11.8%
-39.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +4.3% | -28.0% | -25.0% |
| 7D | -18.4% | +11.1% | -29.5% | -21.6% |
| 30D | -11.4% | +18.6% | -30.0% | -16.7% |
| 3M | -32.0% | +32.8% | -64.8% | -38.9% |
| 6M | -35.6% | +34.0% | -69.6% | -43.1% |
| YTD | -53.8% | -4.6% | -49.2% | -54.3% |
| 1Y | -51.1% | -12.5% | -38.6% | -50.8% |
| All | -51.1% | -11.8% | -39.3% | -50.8% |
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