+333.1%
RCL vs GDDY
+207.2%
+125.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.3% | -0.4% |
| 7D | -1.9% | -3.2% | +1.3% | -0.6% |
| 30D | -15.5% | +6.8% | -22.3% | -19.0% |
| 3M | -9.7% | +30.5% | -40.1% | -23.2% |
| 6M | -8.7% | +13.3% | -22.1% | -18.2% |
| YTD | -5.8% | -21.0% | +15.2% | +0.8% |
| 1Y | -24.5% | -34.0% | +9.5% | -11.0% |
| 3Y | +173.9% | +33.1% | +140.8% | +112.6% |
| 5Y | +228.0% | +30.3% | +197.7% | +155.7% |
| All | +333.1% | +207.2% | +125.8% | +153.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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