+290.3%
FN vs GDDY
+27.3%
+263.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.0% | -6.4% | -3.8% |
| 7D | +2.3% | -7.0% | +9.3% | +3.2% |
| 30D | -23.2% | +6.2% | -29.4% | -24.4% |
| 3M | -30.4% | +20.0% | -50.4% | -34.6% |
| 6M | -25.6% | +6.8% | -32.4% | -28.9% |
| YTD | -11.3% | -22.3% | +11.1% | -4.7% |
| 1Y | +8.4% | -33.5% | +41.9% | +24.1% |
| 3Y | +166.2% | +29.2% | +137.0% | +119.3% |
| 5Y | +290.3% | +28.1% | +262.3% | +239.8% |
| All | +290.3% | +27.3% | +263.0% | +239.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling