+200.1%
GDDY vs RL
+311.3%
-111.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.0% | +1.6% |
| 7D | -3.2% | -3.4% | +0.3% | -2.3% |
| 30D | +6.8% | -14.4% | +21.3% | +10.9% |
| 3M | +30.5% | -13.6% | +44.0% | +35.0% |
| 6M | +13.3% | +0.6% | +12.8% | +11.7% |
| YTD | -21.0% | -3.6% | -17.4% | -21.5% |
| 1Y | -34.0% | +8.3% | -42.3% | -36.7% |
| 3Y | +33.1% | +204.8% | -171.7% | -7.8% |
| 5Y | +30.3% | +232.9% | -202.6% | -14.1% |
| All | +200.1% | +311.3% | -111.2% | +91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling