+175.1%
FN vs GDDY
+24.8%
+150.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.5% |
| 7D | +5.8% | -8.1% | +13.9% | +5.6% |
| 30D | -20.6% | +2.3% | -22.9% | -20.7% |
| 3M | -28.6% | +14.7% | -43.4% | -29.6% |
| 6M | -20.7% | +2.1% | -22.8% | -20.8% |
| YTD | -8.1% | -24.6% | +16.4% | +2.4% |
| 1Y | +13.3% | -37.1% | +50.5% | +36.1% |
| All | +175.1% | +24.8% | +150.3% | +119.4% |
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