+914.4%
FN vs GDDY
+207.2%
+707.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.8% | +0.9% | +2.2% |
| 7D | +1.8% | -3.2% | +5.0% | +2.5% |
| 30D | -27.5% | +6.8% | -34.3% | -29.6% |
| 3M | -28.8% | +30.5% | -59.3% | -36.7% |
| 6M | -20.9% | +13.3% | -34.3% | -27.9% |
| YTD | -8.9% | -21.0% | +12.0% | -6.0% |
| 1Y | +14.5% | -34.0% | +48.5% | +26.8% |
| 3Y | +172.6% | +33.1% | +139.6% | +122.1% |
| 5Y | +300.6% | +30.3% | +270.3% | +222.3% |
| All | +914.4% | +207.2% | +707.2% | +383.1% |
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