-12.5%
GDDY vs FLR
+2.5%
-15.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.1% | +4.1% |
| 7D | +11.1% | +1.4% | +9.7% | +11.5% |
| 30D | +18.6% | -5.9% | +24.6% | +17.7% |
| 3M | +32.8% | -7.6% | +40.4% | +31.7% |
| 6M | +34.0% | -9.3% | +43.3% | +34.6% |
| YTD | -4.6% | +20.1% | -24.8% | -5.0% |
| 1Y | -12.5% | +3.0% | -15.5% | -11.7% |
| All | -12.5% | +2.5% | -15.0% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 1y: compounded portfolio wealth divided by compounded FLR 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…
1y analysis · Full analysis span regression · 6 months rolling