+54.2%
RGTI vs GDDY
+16.7%
+37.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.0% | 0.0% |
| 7D | +0.5% | -3.2% | +3.7% | +1.4% |
| 30D | -17.1% | +6.8% | -23.9% | -20.3% |
| 3M | -26.0% | +30.5% | -56.4% | -38.1% |
| 6M | -9.9% | +13.3% | -23.2% | -20.9% |
| YTD | -31.1% | -21.0% | -10.1% | -25.9% |
| 1Y | -8.5% | -34.0% | +25.5% | +10.1% |
| 3Y | +652.2% | +33.1% | +619.2% | +466.7% |
| 5Y | +56.8% | +30.3% | +26.5% | +21.4% |
| All | +54.2% | +16.7% | +37.6% | +19.2% |
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 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