+249.6%
FSLR vs GDDY
+390.3%
-140.7%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.5% |
| 7D | +2.2% | -3.2% | +5.4% | +2.9% |
| 30D | -7.8% | +6.8% | -14.6% | -9.9% |
| 3M | -22.9% | +30.5% | -53.4% | -29.9% |
| 6M | +4.4% | +13.3% | -8.9% | -2.6% |
| YTD | -20.0% | -21.0% | +1.0% | -17.1% |
| 1Y | +2.8% | -34.0% | +36.8% | +12.3% |
| 3Y | +16.5% | +33.1% | -16.5% | -1.5% |
| 5Y | +110.3% | +30.3% | +79.9% | +75.5% |
| 10Y | +463.0% | +205.5% | +257.5% | +281.6% |
| All | +249.6% | +390.3% | -140.7% | +127.7% |
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 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