-99.9%
GDC vs SPY
+78.7%
-178.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.4% | -3.3% |
| 7D | -3.3% | +0.5% | -3.9% | -3.9% |
| 30D | -15.7% | -0.9% | -14.8% | -14.8% |
| 3M | -94.7% | +3.9% | -98.6% | -94.9% |
| 6M | -99.8% | +14.5% | -114.4% | -99.9% |
| YTD | -99.9% | +12.9% | -112.8% | -99.9% |
| 1Y | -99.9% | +19.4% | -119.2% | -99.9% |
| 3Y | -99.9% | +78.5% | -178.3% | -99.9% |
| All | -99.9% | +78.7% | -178.6% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling