+204.3%
GLDM vs GDDY
+58.9%
+145.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -2.8% |
| 7D | -5.5% | -6.5% | +1.0% | -5.4% |
| 30D | -7.0% | +9.0% | -16.0% | -7.1% |
| 3M | -12.3% | +22.3% | -34.6% | -12.6% |
| 6M | -17.9% | +29.1% | -47.0% | -18.4% |
| YTD | -10.3% | -9.5% | -0.8% | -9.9% |
| 1Y | -7.8% | -15.2% | +7.5% | -7.2% |
| 3Y | +99.5% | +28.2% | +71.3% | +97.1% |
| 5Y | +106.5% | +58.3% | +48.1% | +101.6% |
| All | +204.3% | +58.9% | +145.4% | +192.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling