+420.8%
RSG vs GDDY
+207.2%
+213.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.5% |
| 7D | 0.0% | -3.2% | +3.2% | +0.5% |
| 30D | +4.0% | +6.8% | -2.8% | +2.6% |
| 3M | +7.4% | +30.5% | -23.1% | +2.0% |
| 6M | +0.1% | +13.3% | -13.2% | -3.1% |
| YTD | +6.0% | -21.0% | +27.0% | +8.7% |
| 1Y | -3.0% | -34.0% | +31.0% | +2.5% |
| 3Y | +56.5% | +33.1% | +23.4% | +43.2% |
| 5Y | +90.9% | +30.3% | +60.6% | +72.2% |
| All | +420.8% | +207.2% | +213.6% | +289.9% |
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