+31.1%
FLUT vs GDDY
+381.9%
-350.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.0% | -3.6% | -1.2% |
| 7D | -3.6% | -7.0% | +3.4% | -2.5% |
| 30D | -0.3% | +6.2% | -6.5% | -1.6% |
| 3M | -12.6% | +20.0% | -32.7% | -16.1% |
| 6M | -8.0% | +6.8% | -14.8% | -10.1% |
| YTD | -54.1% | -22.3% | -31.8% | -52.9% |
| 1Y | -66.1% | -33.5% | -32.6% | -64.3% |
| 3Y | -45.0% | +29.2% | -74.2% | -47.3% |
| 5Y | -51.2% | +28.1% | -79.3% | -53.3% |
| 10Y | -11.0% | +200.2% | -211.2% | -16.0% |
| All | +31.1% | +381.9% | -350.8% | +24.3% |
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