+567.3%
RSG vs GDDY
+390.3%
+177.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.5% |
| 7D | 0.0% | -3.2% | +3.2% | +0.4% |
| 30D | +4.0% | +6.8% | -2.8% | +2.8% |
| 3M | +7.4% | +30.5% | -23.1% | +2.8% |
| 6M | +0.1% | +13.3% | -13.2% | -2.6% |
| YTD | +6.0% | -21.0% | +27.0% | +8.2% |
| 1Y | -3.0% | -34.0% | +31.0% | +1.5% |
| 3Y | +56.5% | +33.1% | +23.4% | +46.1% |
| 5Y | +90.9% | +30.3% | +60.6% | +76.3% |
| 10Y | +428.7% | +205.5% | +223.2% | +342.2% |
| All | +567.3% | +390.3% | +177.0% | +460.7% |
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 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