-25.5%
FIS vs GDDY
+30.8%
-56.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.4% |
| 7D | -7.9% | -3.2% | -4.7% | -7.0% |
| 30D | -8.0% | +6.8% | -14.8% | -9.9% |
| 3M | +0.6% | +30.5% | -29.9% | -7.6% |
| 6M | -22.2% | +13.3% | -35.5% | -25.9% |
| YTD | -40.8% | -21.0% | -19.8% | -38.5% |
| 1Y | -41.5% | -34.0% | -7.5% | -36.7% |
| 3Y | -25.5% | +33.1% | -58.6% | -33.9% |
| All | -25.5% | +30.8% | -56.3% | -33.9% |
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