+693.0%
FN vs GDDY
+243.9%
+449.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.6% | -8.9% | -7.7% |
| 7D | +0.3% | -0.2% | +0.5% | +0.2% |
| 30D | -16.5% | +10.4% | -26.9% | -19.5% |
| 3M | -42.1% | +13.6% | -55.7% | -45.3% |
| 6M | -52.9% | +33.7% | -86.5% | -59.1% |
| YTD | -28.0% | -8.0% | -19.9% | -29.6% |
| 1Y | -18.5% | -12.9% | -5.6% | -18.7% |
| 3Y | +93.9% | +29.3% | +64.5% | +61.2% |
| 5Y | +170.5% | +60.8% | +109.7% | +102.5% |
| All | +693.0% | +243.9% | +449.0% | +277.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling