-87.5%
GDEV vs SPY
+67.0%
-154.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -4.4% | -5.4% | -8.2% |
| 7D | -2.8% | -4.7% | +1.9% | -0.9% |
| 30D | -24.4% | -5.9% | -18.5% | -22.6% |
| 3M | -34.2% | -4.5% | -29.7% | -33.1% |
| 6M | -45.3% | +1.8% | -47.1% | -45.5% |
| YTD | -41.7% | +8.3% | -50.0% | -42.9% |
| 1Y | -61.8% | +9.3% | -71.1% | -62.8% |
| 3Y | -54.4% | +74.9% | -129.3% | -62.5% |
| 5Y | -87.5% | +67.3% | -154.8% | -88.0% |
| All | -87.5% | +67.0% | -154.5% | -88.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling