+198.0%
GDE vs SPY
+86.9%
+111.2%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.9% |
| 7D | 0.0% | -0.4% | +0.3% | +0.4% |
| 30D | -1.4% | -1.4% | 0.0% | +0.1% |
| 3M | +5.4% | +3.7% | +1.7% | +1.7% |
| 6M | -4.4% | +13.0% | -17.4% | -15.2% |
| YTD | +8.8% | +12.4% | -3.6% | -2.9% |
| 1Y | +31.1% | +18.5% | +12.6% | +11.2% |
| 3Y | +211.2% | +77.6% | +133.6% | +76.2% |
| All | +198.0% | +86.9% | +111.2% | +59.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling