+188.7%
GD vs SPY
+313.4%
-124.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.5% |
| 7D | -5.3% | +0.1% | -5.4% | -5.3% |
| 30D | -6.4% | +0.1% | -6.5% | -6.5% |
| 3M | +5.7% | +2.0% | +3.7% | +3.9% |
| 6M | -0.9% | +13.0% | -14.0% | -10.1% |
| YTD | +8.2% | +13.5% | -5.4% | -2.2% |
| 1Y | +13.4% | +20.0% | -6.5% | -1.8% |
| 3Y | +68.5% | +77.2% | -8.7% | +5.6% |
| 5Y | +97.2% | +81.9% | +15.3% | +18.8% |
| All | +188.7% | +313.4% | -124.8% | -18.0% |
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