+33.1%
GDDY vs RNG
+119.8%
-86.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +1.9% | +1.8% |
| 7D | -3.2% | -6.1% | +2.9% | -1.5% |
| 30D | +6.8% | +9.6% | -2.8% | +4.5% |
| 3M | +30.5% | +83.3% | -52.9% | +11.5% |
| 6M | +13.3% | +77.9% | -64.6% | -2.9% |
| YTD | -21.0% | +139.9% | -160.9% | -37.2% |
| 1Y | -34.0% | +121.7% | -155.7% | -46.8% |
| 3Y | +33.1% | +121.9% | -88.8% | +2.3% |
| All | +33.1% | +119.8% | -86.7% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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