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  • FN vs GDDY✓SelectedUSD · GDDYFN vs GDDY performance historyLatest closeAs of+2.19%09/08
Stock and ETF performance explorer

FN vs GDDY

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,092.3%
GDDY return
+364.4%
Excess return
+1,727.9%
Maximum drawdown
-51.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-08.

Portfolio and benchmark returns by period
PeriodPortfolioGDDYExcessAlpha
1D+2.2%-8.3%+10.5%+4.1%
7D+3.5%-7.6%+11.2%+5.2%
30D-26.0%+2.0%-28.0%-26.9%
3M-33.3%+15.1%-48.3%-37.5%
6M-14.9%-1.1%-13.8%-18.1%
YTD-8.6%-25.1%+16.6%-5.1%
1Y+12.3%-37.3%+49.6%+23.1%
3Y+174.4%+24.5%+149.9%+139.6%
5Y+296.4%+23.5%+272.9%+242.7%
10Y+890.0%+185.0%+705.0%+626.8%
All+2,092.3%+364.4%+1,727.9%+1,488.0%

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 1990-01-01 to 2026-09-08: 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…

1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling