+215.0%
GLD vs GDDY
+207.2%
+7.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | +0.6% |
| 7D | -2.0% | -3.2% | +1.2% | -1.9% |
| 30D | -1.5% | +6.8% | -8.3% | -1.6% |
| 3M | +3.2% | +30.5% | -27.2% | +2.7% |
| 6M | -16.3% | +13.3% | -29.6% | -16.5% |
| YTD | +0.6% | -21.0% | +21.6% | +1.2% |
| 1Y | +19.1% | -34.0% | +53.1% | +20.3% |
| 3Y | +123.5% | +33.1% | +90.4% | +120.6% |
| 5Y | +138.5% | +30.3% | +108.2% | +134.8% |
| All | +215.0% | +207.2% | +7.8% | +212.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling