+584.5%
RIO vs GDDY
+207.2%
+377.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | +0.2% |
| 7D | -3.2% | -3.2% | 0.0% | -2.7% |
| 30D | +0.9% | +6.8% | -5.9% | -0.8% |
| 3M | -1.4% | +30.5% | -31.9% | -8.1% |
| 6M | +10.9% | +13.3% | -2.4% | +5.9% |
| YTD | +31.2% | -21.0% | +52.2% | +35.4% |
| 1Y | +67.9% | -34.0% | +101.9% | +81.1% |
| 3Y | +88.8% | +33.1% | +55.7% | +62.6% |
| 5Y | +93.1% | +30.3% | +62.8% | +62.7% |
| All | +584.5% | +207.2% | +377.3% | +326.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling