+390.3%
GDDY vs RNG
+352.3%
+38.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +1.9% | +1.8% |
| 7D | -3.2% | -6.1% | +2.9% | -1.4% |
| 30D | +6.8% | +9.6% | -2.8% | +4.3% |
| 3M | +30.5% | +83.3% | -52.9% | +9.6% |
| 6M | +13.3% | +77.9% | -64.6% | -4.7% |
| YTD | -21.0% | +139.9% | -160.9% | -39.9% |
| 1Y | -34.0% | +121.7% | -155.7% | -48.9% |
| 3Y | +33.1% | +121.9% | -88.8% | -2.6% |
| 5Y | +30.3% | -68.4% | +98.7% | +53.1% |
| 10Y | +205.5% | +220.0% | -14.5% | +50.3% |
| All | +390.3% | +352.3% | +38.1% | +134.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling