+92.9%
FTNT vs GDDY
-32.7%
+125.7%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.5% | -2.0% |
| 7D | -0.1% | -3.2% | +3.1% | +0.2% |
| 30D | -3.0% | +6.8% | -9.8% | -4.0% |
| 3M | +7.6% | +30.5% | -22.9% | -0.2% |
| 6M | +87.0% | +13.3% | +73.6% | +79.8% |
| YTD | +96.5% | -21.0% | +117.5% | +103.4% |
| 1Y | +92.9% | -34.0% | +126.9% | +107.5% |
| All | +92.9% | -32.7% | +125.7% | +107.5% |
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