+368.0%
GDDY vs RL
+217.6%
+150.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.1% | +1.7% |
| 7D | -8.1% | -0.3% | -7.9% | -8.1% |
| 30D | +2.3% | -17.5% | +19.8% | +7.6% |
| 3M | +14.7% | -14.0% | +28.7% | +19.0% |
| 6M | +2.1% | -2.0% | +4.0% | +1.2% |
| YTD | -24.6% | -4.6% | -20.0% | -24.9% |
| 1Y | -37.1% | +9.5% | -46.6% | -40.1% |
| 3Y | +25.5% | +200.5% | -175.0% | -15.0% |
| 5Y | +24.2% | +226.3% | -202.0% | -20.2% |
| 10Y | +191.6% | +304.8% | -113.2% | +62.7% |
| All | +368.0% | +217.6% | +150.4% | +184.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling