+220.4%
GDDY vs FTV
+83.2%
+137.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.4% | +1.6% |
| 7D | -3.2% | -4.0% | +0.8% | -1.3% |
| 30D | +6.8% | -11.0% | +17.8% | +13.0% |
| 3M | +30.5% | -8.4% | +38.9% | +35.5% |
| 6M | +13.3% | -2.6% | +15.9% | +13.7% |
| YTD | -21.0% | -0.6% | -20.3% | -21.9% |
| 1Y | -34.0% | +11.0% | -45.0% | -38.6% |
| 3Y | +33.1% | -6.3% | +39.4% | +32.3% |
| 5Y | +30.3% | -1.5% | +31.9% | +24.0% |
| 10Y | +205.5% | +78.8% | +126.7% | +118.5% |
| All | +220.4% | +83.2% | +137.1% | +129.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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