+42.5%
FTNT vs GDDY
-11.2%
+53.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.5% | -6.8% | -5.5% |
| 7D | -11.9% | +13.4% | -25.4% | -13.2% |
| 30D | -35.9% | +22.3% | -58.3% | -37.5% |
| 3M | -25.4% | +30.9% | -56.3% | -27.9% |
| 6M | +36.2% | +37.3% | -1.1% | +28.7% |
| YTD | +54.3% | -3.2% | +57.5% | +48.3% |
| 1Y | +42.5% | -9.8% | +52.2% | +37.3% |
| All | +42.5% | -11.2% | +53.6% | +37.3% |
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