+56.2%
RIG vs GDDY
+29.8%
+26.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.8% | -3.5% | -2.2% |
| 7D | -3.1% | -3.2% | +0.1% | -2.4% |
| 30D | -0.5% | +6.8% | -7.3% | -2.5% |
| 3M | -6.0% | +30.5% | -36.4% | -15.5% |
| 6M | -10.1% | +13.3% | -23.5% | -16.0% |
| YTD | +37.3% | -21.0% | +58.3% | +45.9% |
| 1Y | +73.9% | -34.0% | +107.9% | +98.9% |
| 3Y | -30.2% | +33.1% | -63.2% | -45.5% |
| All | +56.2% | +29.8% | +26.4% | +30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling