-27.7%
GDLC vs SPY
+20.8%
-48.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -1.9% |
| 7D | +2.3% | +0.1% | +2.1% | +2.1% |
| 30D | +24.2% | +0.1% | +24.2% | +24.1% |
| 3M | +27.0% | +2.0% | +25.0% | +22.5% |
| 6M | +8.7% | +13.0% | -4.3% | -15.0% |
| YTD | -12.1% | +13.5% | -25.6% | -31.4% |
| 1Y | -27.7% | +20.0% | -47.7% | -46.4% |
| All | -27.7% | +20.8% | -48.5% | -46.4% |
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