+2.0%
RDW vs GDDY
+18.9%
-16.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.8% | -4.1% | -2.8% |
| 7D | +0.9% | -3.2% | +4.1% | +1.5% |
| 30D | -21.3% | +6.8% | -28.1% | -23.8% |
| 3M | -37.9% | +30.5% | -68.3% | -46.5% |
| 6M | +12.3% | +13.3% | -1.1% | +0.4% |
| YTD | +39.7% | -21.0% | +60.7% | +47.8% |
| 1Y | +25.7% | -34.0% | +59.7% | +47.1% |
| 3Y | +230.8% | +33.1% | +197.8% | +193.9% |
| 5Y | -8.8% | +30.3% | -39.1% | -17.7% |
| All | +2.0% | +18.9% | -16.9% | -7.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling