+24.8%
GLDM vs GDDY
-29.3%
+54.2%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -1.0% |
| 7D | -0.5% | +3.7% | -4.2% | -0.3% |
| 30D | +4.4% | +10.4% | -6.0% | +5.0% |
| 3M | -1.1% | +19.4% | -20.5% | +0.5% |
| 6M | -13.7% | +14.3% | -27.9% | -12.2% |
| YTD | +2.8% | -18.4% | +21.1% | +4.2% |
| 1Y | +24.8% | -30.1% | +54.9% | +27.2% |
| All | +24.8% | -29.3% | +54.2% | +27.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling