-30.2%
RIG vs GDDY
+30.8%
-60.9%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.8% | -3.5% | -1.9% |
| 7D | -3.1% | -3.2% | +0.1% | -2.9% |
| 30D | -0.5% | +6.8% | -7.3% | -1.1% |
| 3M | -6.0% | +30.5% | -36.4% | -10.3% |
| 6M | -10.1% | +13.3% | -23.5% | -12.4% |
| YTD | +37.3% | -21.0% | +58.3% | +45.1% |
| 1Y | +73.9% | -34.0% | +107.9% | +93.3% |
| 3Y | -30.2% | +33.1% | -63.2% | -28.8% |
| All | -30.2% | +30.8% | -60.9% | -28.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling