+90.0%
FTI vs GDDY
-32.7%
+122.8%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +1.2% |
| 7D | -4.4% | -3.2% | -1.2% | -4.7% |
| 30D | +1.5% | +6.8% | -5.3% | +2.5% |
| 3M | +8.2% | +30.5% | -22.3% | +11.6% |
| 6M | +18.8% | +13.3% | +5.5% | +22.2% |
| YTD | +71.7% | -21.0% | +92.6% | +70.9% |
| 1Y | +90.0% | -34.0% | +124.0% | +82.4% |
| All | +90.0% | -32.7% | +122.8% | +82.4% |
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