-49.5%
FLUT vs GDDY
+29.8%
-79.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.1% | +1.3% |
| 7D | +0.4% | -3.2% | +3.6% | +1.4% |
| 30D | +2.5% | +6.8% | -4.3% | -0.5% |
| 3M | -9.2% | +30.5% | -39.7% | -19.8% |
| 6M | -8.2% | +13.3% | -21.6% | -14.8% |
| YTD | -53.2% | -21.0% | -32.3% | -50.3% |
| 1Y | -65.6% | -34.0% | -31.6% | -60.7% |
| 3Y | -43.6% | +33.1% | -76.6% | -53.5% |
| All | -49.5% | +29.8% | -79.2% | -56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling