+25.0%
FLEX vs GDDY
-11.8%
+36.8%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +4.3% | -16.6% | -10.4% |
| 7D | -17.0% | +11.1% | -28.0% | -12.3% |
| 30D | -33.8% | +18.6% | -52.5% | -27.8% |
| 3M | -39.0% | +32.8% | -71.9% | -29.3% |
| 6M | -15.9% | +34.0% | -49.9% | +2.3% |
| YTD | +27.8% | -4.6% | +32.5% | +50.8% |
| 1Y | +25.0% | -12.5% | +37.4% | +51.1% |
| All | +25.0% | -11.8% | +36.8% | +51.1% |
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