+429.3%
GDLC vs SPY
+169.0%
+260.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.7% | -3.6% |
| 7D | -7.3% | +3.3% | -10.5% | -11.2% |
| 30D | -15.6% | -2.7% | -12.9% | -12.5% |
| 3M | +10.9% | -1.7% | +12.7% | +13.7% |
| 6M | -12.3% | +3.1% | -15.4% | -15.5% |
| YTD | -23.1% | +11.9% | -35.0% | -32.8% |
| 1Y | -34.4% | +12.0% | -46.4% | -42.7% |
| 3Y | +133.2% | +78.2% | +55.0% | +15.1% |
| 5Y | -2.3% | +73.2% | -75.5% | -48.6% |
| All | +429.3% | +169.0% | +260.4% | +104.1% |
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