+591.3%
RMBS vs GDDY
+390.3%
+201.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.1% | +1.4% |
| 7D | +1.8% | -3.2% | +5.0% | +2.5% |
| 30D | -13.9% | +6.8% | -20.7% | -16.3% |
| 3M | -39.8% | +30.5% | -70.3% | -46.9% |
| 6M | -6.0% | +13.3% | -19.3% | -14.6% |
| YTD | -5.4% | -21.0% | +15.6% | -2.4% |
| 1Y | -1.8% | -34.0% | +32.2% | +8.4% |
| 3Y | +53.7% | +33.1% | +20.6% | +31.2% |
| 5Y | +268.5% | +30.3% | +238.2% | +213.0% |
| 10Y | +563.9% | +205.5% | +358.4% | +359.0% |
| All | +591.3% | +390.3% | +201.0% | +375.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling