+33.1%
GDDY vs SPYG
+98.4%
-65.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +0.9% | +1.4% |
| 7D | -3.2% | -0.9% | -2.3% | -2.8% |
| 30D | +6.8% | -1.5% | +8.3% | +7.6% |
| 3M | +30.5% | +3.7% | +26.7% | +27.7% |
| 6M | +13.3% | +16.4% | -3.1% | +3.4% |
| YTD | -21.0% | +13.3% | -34.3% | -26.8% |
| 1Y | -34.0% | +17.9% | -51.9% | -40.6% |
| 3Y | +33.1% | +98.3% | -65.3% | -23.0% |
| All | +33.1% | +98.4% | -65.3% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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