-16.2%
IAU vs GDDY
+7.3%
-23.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.2% | +0.6% |
| 7D | -2.0% | -3.2% | +1.2% | -2.1% |
| 30D | -1.5% | +6.8% | -8.3% | -1.2% |
| 3M | +3.3% | +30.5% | -27.2% | +5.2% |
| 6M | -16.2% | +13.3% | -29.6% | -14.8% |
| All | -16.2% | +7.3% | -23.5% | -14.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling