+241.6%
GLDM vs GDDY
+38.7%
+202.9%
-26.3%
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% | +0.5% |
| 7D | -2.0% | -3.2% | +1.2% | -1.9% |
| 30D | -1.5% | +6.8% | -8.3% | -1.6% |
| 3M | +3.3% | +30.5% | -27.1% | +2.7% |
| 6M | -16.2% | +13.3% | -29.5% | -16.4% |
| YTD | +0.7% | -21.0% | +21.7% | +1.4% |
| 1Y | +19.4% | -34.0% | +53.4% | +20.9% |
| 3Y | +125.5% | +33.1% | +92.4% | +121.9% |
| 5Y | +142.0% | +30.3% | +111.7% | +137.3% |
| All | +241.6% | +38.7% | +202.9% | +229.0% |
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