+271.5%
RMD vs GDDY
+207.2%
+64.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -1.1% |
| 7D | -4.4% | -3.2% | -1.2% | -3.6% |
| 30D | -3.1% | +6.8% | -9.9% | -5.3% |
| 3M | +13.8% | +30.5% | -16.7% | +4.2% |
| 6M | -8.6% | +13.3% | -21.9% | -13.6% |
| YTD | -8.6% | -21.0% | +12.3% | -4.7% |
| 1Y | -19.7% | -34.0% | +14.3% | -11.7% |
| 3Y | +48.4% | +33.1% | +15.3% | +27.9% |
| 5Y | -22.7% | +30.3% | -53.1% | -33.8% |
| All | +271.5% | +207.2% | +64.2% | +144.2% |
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