+174.7%
SLV vs GDDY
+30.8%
+143.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | +1.1% |
| 7D | -2.8% | -3.2% | +0.4% | -2.9% |
| 30D | -1.6% | +6.8% | -8.4% | -1.3% |
| 3M | -4.4% | +30.5% | -34.9% | -3.6% |
| 6M | -25.4% | +13.3% | -38.7% | -24.7% |
| YTD | -9.8% | -21.0% | +11.2% | -7.2% |
| 1Y | +53.8% | -34.0% | +87.8% | +60.8% |
| 3Y | +174.7% | +33.1% | +141.6% | +169.5% |
| All | +174.7% | +30.8% | +143.9% | +169.5% |
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