+200.1%
GDDY vs RY
+377.3%
-177.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | -3.2% | -2.2% | -1.0% | -1.9% |
| 30D | +6.8% | -3.6% | +10.4% | +9.0% |
| 3M | +30.5% | +3.9% | +26.5% | +27.0% |
| 6M | +13.3% | +26.4% | -13.1% | -2.6% |
| YTD | -21.0% | +22.3% | -43.3% | -31.1% |
| 1Y | -34.0% | +43.7% | -77.7% | -48.2% |
| 3Y | +33.1% | +154.0% | -120.9% | -29.5% |
| 5Y | +30.3% | +137.6% | -107.3% | -28.5% |
| All | +200.1% | +377.3% | -177.2% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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