+93.9%
FN vs GDDY
+30.4%
+63.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.6% | -8.9% | -7.1% |
| 7D | +0.3% | -0.2% | +0.5% | +0.3% |
| 30D | -16.5% | +10.4% | -26.9% | -15.4% |
| 3M | -42.1% | +13.6% | -55.7% | -40.9% |
| 6M | -52.9% | +33.7% | -86.5% | -52.2% |
| YTD | -28.0% | -8.0% | -19.9% | -17.5% |
| 1Y | -18.5% | -12.9% | -5.6% | -4.7% |
| 3Y | +93.9% | +29.3% | +64.5% | +66.9% |
| All | +93.9% | +30.4% | +63.4% | +66.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling