+326.4%
FITB vs GDDY
+390.3%
-64.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.2% | 0.0% |
| 7D | -0.3% | -3.2% | +2.9% | +0.5% |
| 30D | -5.7% | +6.8% | -12.5% | -7.9% |
| 3M | +3.2% | +30.5% | -27.3% | -6.2% |
| 6M | +23.4% | +13.3% | +10.1% | +15.9% |
| YTD | +18.8% | -21.0% | +39.8% | +23.5% |
| 1Y | +25.0% | -34.0% | +59.0% | +37.3% |
| 3Y | +131.2% | +33.1% | +98.1% | +97.1% |
| 5Y | +70.7% | +30.3% | +40.4% | +43.7% |
| 10Y | +289.4% | +205.5% | +83.9% | +161.9% |
| All | +326.4% | +390.3% | -64.0% | +180.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling