+302.0%
ROIV vs GDDY
+9.8%
+292.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.6% |
| 7D | +22.3% | -8.1% | +30.4% | +24.0% |
| 30D | +16.9% | +2.3% | +14.5% | +15.3% |
| 3M | +43.9% | +14.7% | +29.2% | +35.9% |
| 6M | +41.6% | +2.1% | +39.5% | +37.2% |
| YTD | +92.7% | -24.6% | +117.2% | +102.6% |
| 1Y | +210.2% | -37.1% | +247.3% | +244.1% |
| 3Y | +231.8% | +25.5% | +206.3% | +184.3% |
| 5Y | +319.8% | +24.2% | +295.5% | +263.4% |
| All | +302.0% | +9.8% | +292.2% | +253.3% |
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 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