+33.1%
GDDY vs FLR
+54.2%
-21.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | +1.7% |
| 7D | -3.2% | -3.5% | +0.3% | -2.9% |
| 30D | +6.8% | +4.2% | +2.6% | +6.3% |
| 3M | +30.5% | +8.1% | +22.4% | +28.6% |
| 6M | +13.3% | +21.5% | -8.2% | +8.1% |
| YTD | -21.0% | +36.8% | -57.7% | -26.9% |
| 1Y | -34.0% | +31.2% | -65.2% | -38.8% |
| 3Y | +33.1% | +53.9% | -20.8% | +7.3% |
| All | +33.1% | +54.2% | -21.1% | +7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling