-62.1%
GDEV vs SPY
+12.1%
-74.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -4.7% | +2.6% | -7.3% | -5.6% |
| 30D | -24.4% | -2.0% | -22.4% | -24.0% |
| 3M | -28.8% | -2.8% | -26.0% | -28.1% |
| 6M | -47.6% | +2.1% | -49.8% | -47.3% |
| YTD | -44.4% | +11.5% | -55.9% | -41.5% |
| 1Y | -62.1% | +13.5% | -75.6% | -55.0% |
| All | -62.1% | +12.1% | -74.1% | -55.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling