-71.6%
FLNC vs GDDY
+41.3%
-112.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.8% | +0.7% | +1.8% |
| 7D | -4.1% | -3.2% | -0.9% | -3.3% |
| 30D | -24.8% | +6.8% | -31.6% | -27.8% |
| 3M | -59.1% | +30.5% | -89.6% | -66.6% |
| 6M | -42.0% | +13.3% | -55.3% | -48.5% |
| YTD | -49.8% | -21.0% | -28.8% | -46.6% |
| 1Y | +43.1% | -34.0% | +77.1% | +70.0% |
| 3Y | -61.0% | +33.1% | -94.0% | -77.7% |
| All | -71.6% | +41.3% | -112.9% | -81.7% |
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