+160.0%
GDLC vs SPY
+75.1%
+84.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -1.0% |
| 7D | -1.2% | -2.7% | +1.5% | +2.7% |
| 30D | -10.4% | -5.4% | -5.0% | -3.0% |
| 3M | +17.4% | -4.1% | +21.5% | +24.9% |
| 6M | -6.6% | +0.7% | -7.3% | -7.2% |
| YTD | -17.6% | +8.7% | -26.3% | -25.7% |
| 1Y | -28.6% | +10.9% | -39.5% | -37.2% |
| 3Y | +160.0% | +75.0% | +85.0% | +81.0% |
| All | +160.0% | +75.1% | +84.9% | +81.0% |
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