+2,132.8%
FTNT vs GDDY
+390.3%
+1,742.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.5% | -2.5% |
| 7D | -0.1% | -3.2% | +3.1% | +0.9% |
| 30D | -3.0% | +6.8% | -9.8% | -6.2% |
| 3M | +7.6% | +30.5% | -22.9% | -6.9% |
| 6M | +87.0% | +13.3% | +73.6% | +71.0% |
| YTD | +96.5% | -21.0% | +117.5% | +107.2% |
| 1Y | +92.9% | -34.0% | +126.9% | +119.6% |
| 3Y | +139.8% | +33.1% | +106.8% | +94.4% |
| 5Y | +151.3% | +30.3% | +121.0% | +108.2% |
| 10Y | +2,082.2% | +205.5% | +1,876.7% | +1,372.7% |
| All | +2,132.8% | +390.3% | +1,742.4% | +1,449.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling