+92.4%
FOXA vs GDDY
+31.4%
+60.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.6% | +0.8% |
| 7D | +0.8% | -3.2% | +4.0% | +1.5% |
| 30D | +5.0% | +6.8% | -1.8% | +3.0% |
| 3M | -3.0% | +30.5% | -33.5% | -10.2% |
| 6M | +14.8% | +13.3% | +1.4% | +9.3% |
| YTD | -8.9% | -21.0% | +12.0% | -5.6% |
| 1Y | +13.3% | -34.0% | +47.3% | +22.7% |
| 3Y | +115.4% | +33.1% | +82.3% | +91.1% |
| 5Y | +95.3% | +30.3% | +65.0% | +70.7% |
| All | +92.4% | +31.4% | +60.9% | +44.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling