+122.2%
GLD vs GDDY
+28.5%
+93.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.0% | -4.7% | -1.7% |
| 7D | -3.4% | -7.0% | +3.6% | -3.5% |
| 30D | -1.1% | +6.2% | -7.4% | -0.9% |
| 3M | +5.8% | +20.0% | -14.2% | +6.5% |
| 6M | -17.1% | +6.8% | -23.9% | -16.6% |
| YTD | 0.0% | -22.3% | +22.3% | +0.7% |
| 1Y | +18.2% | -33.5% | +51.7% | +19.2% |
| All | +122.2% | +28.5% | +93.7% | +128.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling