+332.5%
GDLC vs SPY
+77.4%
+255.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.2% |
| 7D | +2.3% | +0.1% | +2.1% | +2.2% |
| 30D | +24.2% | +0.1% | +24.2% | +24.2% |
| 3M | +27.0% | +2.0% | +25.0% | +23.7% |
| 6M | +8.7% | +13.0% | -4.3% | -7.8% |
| YTD | -12.1% | +13.5% | -25.6% | -25.3% |
| 1Y | -27.7% | +20.0% | -47.7% | -42.3% |
| All | +332.5% | +77.4% | +255.1% | +155.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling