+255.7%
ROIV vs GDDY
+28.5%
+227.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.0% | -5.0% | -2.3% |
| 7D | +19.0% | -7.0% | +26.0% | +19.6% |
| 30D | +16.1% | +6.2% | +9.9% | +14.7% |
| 3M | +44.1% | +20.0% | +24.1% | +38.1% |
| 6M | +37.8% | +6.8% | +31.0% | +34.4% |
| YTD | +88.7% | -22.3% | +111.0% | +96.3% |
| 1Y | +197.3% | -33.5% | +230.8% | +220.7% |
| All | +255.7% | +28.5% | +227.2% | +239.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling