+73.8%
GDIV vs SPY
+104.7%
-30.9%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.1% |
| 7D | +2.7% | +3.3% | -0.6% | 0.0% |
| 30D | +1.8% | -2.7% | +4.5% | +4.1% |
| 3M | -1.9% | -1.7% | -0.2% | -0.6% |
| 6M | +4.4% | +3.1% | +1.3% | +1.5% |
| YTD | +13.4% | +11.9% | +1.5% | +2.8% |
| 1Y | +15.4% | +12.0% | +3.4% | +4.6% |
| 3Y | +57.3% | +78.2% | -20.9% | -3.8% |
| All | +73.8% | +104.7% | -30.9% | -5.3% |
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