+39.3%
GDDY vs FGI
-66.8%
+106.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.5% | +1.8% |
| 7D | -3.2% | +12.1% | -15.3% | -3.4% |
| 30D | +6.8% | +75.7% | -68.9% | +4.5% |
| 3M | +30.5% | +31.7% | -1.2% | +27.8% |
| 6M | +13.3% | +111.5% | -98.1% | +10.2% |
| YTD | -21.0% | +45.8% | -66.8% | -22.9% |
| 1Y | -34.0% | +112.5% | -146.5% | -36.2% |
| 3Y | +33.1% | +8.5% | +24.6% | +29.5% |
| All | +39.3% | -66.8% | +106.1% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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