+224.1%
GDX vs GDDY
+29.8%
+194.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.6% | +0.9% |
| 7D | -2.2% | -3.2% | +1.0% | -1.8% |
| 30D | +6.8% | +6.8% | -0.1% | +5.7% |
| 3M | +24.9% | +30.5% | -5.5% | +19.7% |
| 6M | -4.2% | +13.3% | -17.5% | -6.8% |
| YTD | +13.2% | -21.0% | +34.2% | +17.5% |
| 1Y | +40.2% | -34.0% | +74.2% | +50.9% |
| 3Y | +249.6% | +33.1% | +216.5% | +206.3% |
| All | +224.1% | +29.8% | +194.3% | +184.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling