-10.1%
RIG vs GDDY
+7.3%
-17.4%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.8% | -3.5% | -1.6% |
| 7D | -3.1% | -3.2% | +0.1% | -3.4% |
| 30D | -0.5% | +6.8% | -7.3% | +0.6% |
| 3M | -6.0% | +30.5% | -36.4% | -5.8% |
| 6M | -10.1% | +13.3% | -23.5% | -8.5% |
| All | -10.1% | +7.3% | -17.4% | -8.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling