+164.9%
GD vs SPY
+308.5%
-143.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -0.9% |
| 7D | +1.9% | +3.3% | -1.4% | -0.5% |
| 30D | +9.2% | -2.7% | +11.9% | +11.2% |
| 3M | -7.5% | -1.7% | -5.7% | -6.5% |
| 6M | +5.8% | +3.1% | +2.7% | +2.8% |
| YTD | +9.8% | +11.9% | -2.1% | +0.1% |
| 1Y | +5.8% | +12.0% | -6.2% | -3.7% |
| 3Y | +58.0% | +78.2% | -20.2% | -1.6% |
| 5Y | +100.4% | +73.2% | +27.2% | +25.9% |
| All | +164.9% | +308.5% | -143.6% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling