+66.7%
FITB vs GDDY
+29.8%
+37.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.2% | +0.1% |
| 7D | -0.3% | -3.2% | +2.9% | +0.3% |
| 30D | -5.7% | +6.8% | -12.5% | -7.4% |
| 3M | +3.2% | +30.5% | -27.3% | -4.7% |
| 6M | +23.4% | +13.3% | +10.1% | +17.2% |
| YTD | +18.8% | -21.0% | +39.8% | +24.9% |
| 1Y | +25.0% | -34.0% | +59.0% | +39.0% |
| 3Y | +131.2% | +33.1% | +98.1% | +91.4% |
| All | +66.7% | +29.8% | +37.0% | +51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling