+30.8%
RIG vs GDDY
-11.2%
+41.9%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.5% | -7.9% | -6.3% |
| 7D | -23.8% | +13.4% | -37.2% | -23.0% |
| 30D | -5.6% | +22.3% | -27.9% | -3.9% |
| 3M | -0.8% | +30.9% | -31.7% | +2.2% |
| 6M | -18.4% | +37.3% | -55.7% | -14.8% |
| YTD | +23.5% | -3.2% | +26.7% | +24.7% |
| 1Y | +30.8% | -9.8% | +40.5% | +32.8% |
| All | +30.8% | -11.2% | +41.9% | +32.8% |
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