+33.1%
GDDY vs FND
-50.3%
+83.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.6% |
| 7D | -3.2% | -5.8% | +2.6% | -2.5% |
| 30D | +6.8% | -20.2% | +27.0% | +9.6% |
| 3M | +30.5% | -12.0% | +42.4% | +32.0% |
| 6M | +13.3% | -18.5% | +31.8% | +15.4% |
| YTD | -21.0% | -22.3% | +1.3% | -19.3% |
| 1Y | -34.0% | -47.6% | +13.6% | -29.4% |
| 3Y | +33.1% | -49.8% | +82.8% | +41.9% |
| All | +33.1% | -50.3% | +83.4% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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