-89.1%
GDEV vs SPY
+137.2%
-226.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -2.8% | -2.7% | -0.1% | -1.8% |
| 30D | -21.8% | -5.4% | -16.4% | -20.3% |
| 3M | -33.9% | -4.1% | -29.8% | -32.9% |
| 6M | -46.3% | +0.7% | -47.0% | -46.3% |
| YTD | -41.7% | +8.7% | -50.3% | -42.8% |
| 1Y | -60.9% | +10.9% | -71.8% | -62.0% |
| 3Y | -60.8% | +75.0% | -135.8% | -66.6% |
| 5Y | -87.5% | +67.8% | -155.3% | -89.1% |
| All | -89.1% | +137.2% | -226.3% | -90.6% |
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