+9.7%
FPS vs GDDY
+2.0%
+7.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.8% | +7.2% | +9.5% |
| 7D | +1.5% | -3.2% | +4.7% | +0.7% |
| 30D | -16.9% | +6.8% | -23.7% | -14.5% |
| 3M | -45.3% | +30.5% | -75.8% | -40.7% |
| 6M | -10.3% | +13.3% | -23.6% | -3.9% |
| All | +9.7% | +2.0% | +7.7% | +16.7% |
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