+151.2%
GDDY vs FND
+56.5%
+94.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.5% |
| 7D | -3.2% | -5.8% | +2.6% | -1.6% |
| 30D | +6.8% | -20.2% | +27.0% | +13.1% |
| 3M | +30.5% | -12.0% | +42.4% | +33.9% |
| 6M | +13.3% | -18.5% | +31.8% | +17.4% |
| YTD | -21.0% | -22.3% | +1.3% | -17.7% |
| 1Y | -34.0% | -47.6% | +13.6% | -23.7% |
| 3Y | +33.1% | -49.8% | +82.8% | +46.9% |
| 5Y | +30.3% | -63.0% | +93.3% | +50.2% |
| All | +151.2% | +56.5% | +94.7% | +97.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling