+45.9%
FTI vs GDDY
-11.2%
+57.1%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.5% | -6.0% | -4.3% |
| 7D | -8.0% | +13.4% | -21.4% | -6.6% |
| 30D | -11.9% | +22.3% | -34.2% | -9.7% |
| 3M | -11.0% | +30.9% | -41.9% | -7.7% |
| 6M | -17.8% | +37.3% | -55.1% | -13.0% |
| YTD | +38.5% | -3.2% | +41.7% | +36.6% |
| 1Y | +45.9% | -9.8% | +55.7% | +48.4% |
| All | +45.9% | -11.2% | +57.1% | +48.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling