+485.5%
GDX vs GDDY
+381.9%
+103.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.0% | -6.4% | -3.7% |
| 7D | -5.4% | -7.0% | +1.6% | -4.9% |
| 30D | +6.6% | +6.2% | +0.4% | +5.9% |
| 3M | +30.1% | +20.0% | +10.1% | +27.5% |
| 6M | -7.1% | +6.8% | -13.9% | -8.2% |
| YTD | +12.0% | -22.3% | +34.3% | +13.8% |
| 1Y | +41.2% | -33.5% | +74.7% | +45.7% |
| 3Y | +251.0% | +29.2% | +221.8% | +237.0% |
| 5Y | +226.7% | +28.1% | +198.7% | +212.7% |
| 10Y | +301.0% | +200.2% | +100.7% | +275.8% |
| All | +485.5% | +381.9% | +103.7% | +419.8% |
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