+93.1%
FOXA vs GDDY
+29.8%
+63.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.6% | +0.8% |
| 7D | +0.8% | -3.2% | +4.0% | +1.4% |
| 30D | +5.0% | +6.8% | -1.8% | +3.2% |
| 3M | -3.0% | +30.5% | -33.5% | -9.7% |
| 6M | +14.8% | +13.3% | +1.4% | +9.7% |
| YTD | -8.9% | -21.0% | +12.0% | -5.7% |
| 1Y | +13.3% | -34.0% | +47.3% | +22.2% |
| 3Y | +115.4% | +33.1% | +82.3% | +91.4% |
| All | +93.1% | +29.8% | +63.4% | +79.8% |
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