+295.8%
FTI vs GDDY
+207.2%
+88.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.5% |
| 7D | -4.4% | -3.2% | -1.2% | -3.6% |
| 30D | +1.5% | +6.8% | -5.3% | -1.1% |
| 3M | +8.2% | +30.5% | -22.3% | -3.7% |
| 6M | +18.8% | +13.3% | +5.5% | +9.8% |
| YTD | +71.7% | -21.0% | +92.6% | +78.9% |
| 1Y | +90.0% | -34.0% | +124.0% | +111.7% |
| 3Y | +270.5% | +33.1% | +237.4% | +203.9% |
| 5Y | +1,084.5% | +30.3% | +1,054.2% | +847.5% |
| All | +295.8% | +207.2% | +88.6% | +138.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling