+128.2%
GLDM vs GDDY
+24.8%
+103.4%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.2% | +0.9% |
| 7D | +0.2% | -8.1% | +8.3% | 0.0% |
| 30D | +0.3% | +2.3% | -2.1% | +0.4% |
| 3M | +3.3% | +14.7% | -11.5% | +3.9% |
| 6M | -14.5% | +2.1% | -16.6% | -14.0% |
| YTD | +1.9% | -24.6% | +26.5% | +2.5% |
| 1Y | +21.1% | -37.1% | +58.2% | +21.9% |
| All | +128.2% | +24.8% | +103.4% | +134.5% |
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