+200.1%
GDDY vs FDS
+64.8%
+135.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.4% |
| 7D | -3.2% | -14.0% | +10.8% | +4.6% |
| 30D | +6.8% | -6.2% | +13.0% | +10.3% |
| 3M | +30.5% | +10.2% | +20.3% | +23.6% |
| 6M | +13.3% | +27.4% | -14.1% | -0.7% |
| YTD | -21.0% | -9.3% | -11.7% | -18.3% |
| 1Y | -34.0% | -28.6% | -5.4% | -23.5% |
| 3Y | +33.1% | -36.8% | +69.9% | +61.6% |
| 5Y | +30.3% | -28.6% | +58.9% | +45.7% |
| All | +200.1% | +64.8% | +135.3% | +112.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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