+161.4%
GDLC vs SPY
+74.5%
+86.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -4.4% | -0.7% | +1.1% |
| 7D | -5.5% | -4.7% | -0.8% | +1.3% |
| 30D | -12.6% | -5.9% | -6.7% | -4.6% |
| 3M | +17.1% | -4.5% | +21.7% | +25.4% |
| 6M | -6.4% | +1.8% | -8.2% | -8.4% |
| YTD | -17.1% | +8.3% | -25.5% | -24.9% |
| 1Y | -30.7% | +9.3% | -40.0% | -37.8% |
| All | +161.4% | +74.5% | +86.9% | +82.9% |
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