+292.5%
ROIV vs GDDY
+15.1%
+277.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.6% |
| 7D | +16.9% | -3.2% | +20.1% | +17.2% |
| 30D | +12.9% | +6.8% | +6.1% | +10.4% |
| 3M | +37.3% | +30.5% | +6.8% | +25.9% |
| 6M | +38.0% | +13.3% | +24.7% | +30.4% |
| YTD | +88.1% | -21.0% | +109.1% | +95.9% |
| 1Y | +183.3% | -34.0% | +217.3% | +211.2% |
| 3Y | +254.6% | +33.1% | +221.6% | +199.6% |
| 5Y | +309.8% | +30.3% | +279.5% | +251.5% |
| All | +292.5% | +15.1% | +277.4% | +241.7% |
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 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