+32.0%
GDDY vs FGI
-69.8%
+101.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +1.9% | -10.2% | -8.4% |
| 7D | -7.6% | +5.2% | -12.8% | -7.7% |
| 30D | +2.0% | +65.2% | -63.2% | 0.0% |
| 3M | +15.1% | +30.2% | -15.1% | +12.9% |
| 6M | -1.1% | +87.8% | -88.9% | -3.7% |
| YTD | -25.1% | +32.5% | -57.6% | -26.8% |
| 1Y | -37.3% | +93.6% | -130.9% | -39.2% |
| 3Y | +24.5% | -2.6% | +27.1% | +21.6% |
| All | +32.0% | -69.8% | +101.8% | +33.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling