+343.7%
SPYM vs GDDY
+390.3%
-46.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -0.9% | +0.4% |
| 7D | -0.8% | -3.2% | +2.4% | -0.2% |
| 30D | -1.1% | +6.8% | -7.9% | -2.9% |
| 3M | +3.9% | +30.5% | -26.6% | -3.9% |
| 6M | +13.6% | +13.3% | +0.3% | +8.0% |
| YTD | +12.7% | -21.0% | +33.7% | +16.5% |
| 1Y | +17.6% | -34.0% | +51.6% | +27.1% |
| 3Y | +77.2% | +33.1% | +44.2% | +57.0% |
| 5Y | +84.1% | +30.3% | +53.8% | +61.8% |
| 10Y | +323.8% | +205.5% | +118.3% | +224.3% |
| All | +343.7% | +390.3% | -46.6% | +238.2% |
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