+172.9%
RTX vs GDDY
+30.8%
+142.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.3% |
| 7D | -1.5% | -3.2% | +1.6% | -1.4% |
| 30D | -11.0% | +6.8% | -17.8% | -11.5% |
| 3M | +7.7% | +30.5% | -22.8% | +4.8% |
| 6M | -3.9% | +13.3% | -17.2% | -5.4% |
| YTD | +9.0% | -21.0% | +29.9% | +12.8% |
| 1Y | +27.3% | -34.0% | +61.3% | +35.7% |
| 3Y | +172.9% | +33.1% | +139.8% | +180.1% |
| All | +172.9% | +30.8% | +142.1% | +180.1% |
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