+98.4%
GLDM vs GDDY
+28.4%
+70.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -2.8% |
| 7D | -5.5% | -6.5% | +1.0% | -5.7% |
| 30D | -7.0% | +9.0% | -16.0% | -6.7% |
| 3M | -12.3% | +22.3% | -34.6% | -11.7% |
| 6M | -17.9% | +29.1% | -47.0% | -17.1% |
| YTD | -10.3% | -9.5% | -0.8% | -9.2% |
| 1Y | -7.8% | -15.2% | +7.5% | -6.6% |
| All | +98.4% | +28.4% | +70.0% | +104.6% |
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 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