+338.0%
RF vs GDDY
+207.2%
+130.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | +0.1% |
| 7D | -1.0% | -3.2% | +2.2% | -0.1% |
| 30D | -3.7% | +6.8% | -10.5% | -6.1% |
| 3M | +5.3% | +30.5% | -25.1% | -4.7% |
| 6M | +17.2% | +13.3% | +3.9% | +9.8% |
| YTD | +14.5% | -21.0% | +35.4% | +19.6% |
| 1Y | +15.9% | -34.0% | +49.9% | +28.7% |
| 3Y | +91.2% | +33.1% | +58.1% | +60.5% |
| 5Y | +90.0% | +30.3% | +59.7% | +56.7% |
| All | +338.0% | +207.2% | +130.8% | +166.6% |
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