-10.1%
FPS vs GDDY
+0.3%
-10.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.8% | -4.9% | -3.8% |
| 7D | +5.3% | -8.1% | +13.5% | +2.1% |
| 30D | -17.6% | +2.3% | -19.9% | -16.3% |
| 3M | -45.8% | +14.7% | -60.5% | -41.8% |
| 6M | -10.1% | +2.1% | -12.2% | -2.7% |
| All | -10.1% | +0.3% | -10.4% | -2.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling