+91.5%
RIO vs GDDY
+29.8%
+61.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | +0.5% |
| 7D | -3.2% | -3.2% | 0.0% | -3.0% |
| 30D | +0.9% | +6.8% | -5.9% | +0.3% |
| 3M | -1.4% | +30.5% | -31.9% | -4.2% |
| 6M | +10.9% | +13.3% | -2.4% | +9.0% |
| YTD | +31.2% | -21.0% | +52.2% | +35.4% |
| 1Y | +67.9% | -34.0% | +101.9% | +78.3% |
| 3Y | +88.8% | +33.1% | +55.7% | +70.8% |
| All | +91.5% | +29.8% | +61.8% | +83.7% |
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