+2,072.5%
FTNT vs GDDY
+207.2%
+1,865.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.5% | -2.6% |
| 7D | -0.1% | -3.2% | +3.1% | +1.1% |
| 30D | -3.0% | +6.8% | -9.8% | -6.8% |
| 3M | +7.6% | +30.5% | -22.9% | -9.6% |
| 6M | +87.0% | +13.3% | +73.6% | +67.7% |
| YTD | +96.5% | -21.0% | +117.5% | +109.4% |
| 1Y | +92.9% | -34.0% | +126.9% | +125.6% |
| 3Y | +139.8% | +33.1% | +106.8% | +81.6% |
| 5Y | +151.3% | +30.3% | +121.0% | +94.2% |
| All | +2,072.5% | +207.2% | +1,865.2% | +1,053.9% |
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