+390.3%
GDDY vs FLR
+4.3%
+386.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | +1.6% |
| 7D | -3.2% | -3.5% | +0.3% | -2.7% |
| 30D | +6.8% | +4.2% | +2.6% | +6.0% |
| 3M | +30.5% | +8.1% | +22.4% | +27.7% |
| 6M | +13.3% | +21.5% | -8.2% | +7.6% |
| YTD | -21.0% | +36.8% | -57.7% | -26.8% |
| 1Y | -34.0% | +31.2% | -65.2% | -38.7% |
| 3Y | +33.1% | +53.9% | -20.8% | +17.1% |
| 5Y | +30.3% | +243.0% | -212.7% | -2.2% |
| 10Y | +205.5% | +18.8% | +186.7% | +129.4% |
| All | +390.3% | +4.3% | +386.0% | +247.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling