+200.1%
GDDY vs RRC
+4.9%
+195.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +1.9% |
| 7D | -3.2% | -1.8% | -1.4% | -3.0% |
| 30D | +6.8% | +2.7% | +4.1% | +6.5% |
| 3M | +30.5% | +8.8% | +21.6% | +29.1% |
| 6M | +13.3% | -1.2% | +14.5% | +13.2% |
| YTD | -21.0% | +17.6% | -38.5% | -22.6% |
| 1Y | -34.0% | +18.4% | -52.4% | -35.6% |
| 3Y | +33.1% | +33.1% | 0.0% | +27.2% |
| 5Y | +30.3% | +148.2% | -117.8% | +15.2% |
| All | +200.1% | +4.9% | +195.2% | +150.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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