+40.2%
GDX vs GDDY
-32.7%
+72.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.6% | +1.2% |
| 7D | -2.2% | -3.2% | +1.0% | -2.3% |
| 30D | +6.8% | +6.8% | -0.1% | +7.5% |
| 3M | +24.9% | +30.5% | -5.5% | +29.3% |
| 6M | -4.2% | +13.3% | -17.5% | -1.7% |
| YTD | +13.2% | -21.0% | +34.2% | +14.6% |
| 1Y | +40.2% | -34.0% | +74.2% | +45.1% |
| All | +40.2% | -32.7% | +72.9% | +45.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling