+1,079.2%
FLEX vs GDDY
+368.0%
+711.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.7% |
| 7D | +6.4% | -8.1% | +14.5% | +8.9% |
| 30D | -5.9% | +2.3% | -8.2% | -7.5% |
| 3M | -23.5% | +14.7% | -38.2% | -30.0% |
| 6M | +83.7% | +2.1% | +81.6% | +71.8% |
| YTD | +86.5% | -24.6% | +111.1% | +94.1% |
| 1Y | +100.5% | -37.1% | +137.6% | +124.1% |
| 3Y | +469.8% | +25.5% | +444.3% | +362.1% |
| 5Y | +725.7% | +24.2% | +701.4% | +561.5% |
| 10Y | +1,086.7% | +191.6% | +895.1% | +668.9% |
| All | +1,079.2% | +368.0% | +711.2% | +656.7% |
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