+104.5%
FTNT vs GDDY
-29.3%
+133.8%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.2% |
| 7D | -5.8% | +3.7% | -9.5% | -6.3% |
| 30D | -4.8% | +10.4% | -15.2% | -6.1% |
| 3M | +4.4% | +19.4% | -15.0% | -0.2% |
| 6M | +88.8% | +14.3% | +74.5% | +81.3% |
| YTD | +96.8% | -18.4% | +115.2% | +104.9% |
| 1Y | +104.5% | -30.1% | +134.6% | +122.3% |
| All | +104.5% | -29.3% | +133.8% | +122.3% |
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