+88.7%
RIG vs GDDY
-29.3%
+118.0%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.6% | -3.0% |
| 7D | +0.9% | +3.7% | -2.8% | +1.2% |
| 30D | +13.8% | +10.4% | +3.4% | +15.1% |
| 3M | -6.4% | +19.4% | -25.8% | -4.5% |
| 6M | -8.2% | +14.3% | -22.4% | -6.4% |
| YTD | +41.6% | -18.4% | +60.0% | +46.6% |
| 1Y | +88.7% | -30.1% | +118.8% | +98.6% |
| All | +88.7% | -29.3% | +118.0% | +98.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling