+254.9%
GLD vs GDDY
+368.0%
-113.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.9% |
| 7D | +0.1% | -8.1% | +8.3% | +0.2% |
| 30D | +0.2% | +2.3% | -2.1% | +0.2% |
| 3M | +3.2% | +14.7% | -11.5% | +3.1% |
| 6M | -14.6% | +2.1% | -16.7% | -14.7% |
| YTD | +1.8% | -24.6% | +26.3% | +2.1% |
| 1Y | +20.7% | -37.1% | +57.9% | +21.5% |
| 3Y | +126.5% | +25.5% | +101.0% | +125.3% |
| 5Y | +140.0% | +24.2% | +115.8% | +138.4% |
| 10Y | +218.2% | +191.6% | +26.6% | +221.9% |
| All | +254.9% | +368.0% | -113.1% | +255.1% |
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 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