+100.6%
FLEX vs GDDY
-32.7%
+133.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.8% | +5.4% | +7.9% |
| 7D | +5.7% | -3.2% | +8.9% | +4.6% |
| 30D | -7.0% | +6.8% | -13.8% | -3.8% |
| 3M | -23.8% | +30.5% | -54.3% | -13.4% |
| 6M | +82.6% | +13.3% | +69.3% | +101.3% |
| YTD | +91.6% | -21.0% | +112.6% | +108.1% |
| 1Y | +100.6% | -34.0% | +134.6% | +124.8% |
| All | +100.6% | -32.7% | +133.3% | +124.8% |
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