+204.7%
GLDM vs GDDY
+61.4%
+143.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | +0.1% |
| 7D | -4.6% | -0.2% | -4.4% | -4.6% |
| 30D | -5.5% | +10.4% | -15.9% | -5.6% |
| 3M | -10.9% | +13.6% | -24.4% | -11.1% |
| 6M | -17.3% | +33.7% | -51.0% | -17.8% |
| YTD | -10.2% | -8.0% | -2.1% | -9.8% |
| 1Y | -6.9% | -12.9% | +6.0% | -6.5% |
| 3Y | +98.7% | +29.3% | +69.3% | +96.3% |
| 5Y | +106.7% | +60.8% | +45.9% | +101.8% |
| All | +204.7% | +61.4% | +143.2% | +192.6% |
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 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