+36.9%
GDDY vs FGI
-66.2%
+103.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +9.4% | -6.5% | +2.8% |
| 7D | -7.0% | +22.8% | -29.8% | -7.4% |
| 30D | +6.2% | +85.9% | -79.7% | +3.8% |
| 3M | +20.0% | +32.4% | -12.4% | +17.6% |
| 6M | +6.8% | +106.3% | -99.5% | +3.9% |
| YTD | -22.3% | +48.4% | -70.8% | -24.3% |
| 1Y | -33.5% | +116.4% | -149.9% | -35.8% |
| 3Y | +29.2% | +9.2% | +20.1% | +25.8% |
| All | +36.9% | -66.2% | +103.1% | +37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling