+87.0%
FTNT vs GDDY
+7.3%
+79.7%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.5% | -1.9% |
| 7D | -0.1% | -3.2% | +3.1% | +0.2% |
| 30D | -3.0% | +6.8% | -9.8% | -3.9% |
| 3M | +7.6% | +30.5% | -22.9% | -3.8% |
| 6M | +87.0% | +13.3% | +73.6% | +77.0% |
| All | +87.0% | +7.3% | +79.7% | +77.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling