+1.3%
GDLC vs SPY
+71.5%
-70.2%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.4% | -4.5% | -6.0% |
| 7D | -3.2% | +0.1% | -3.3% | -3.6% |
| 30D | -10.5% | -3.3% | -7.2% | -5.5% |
| 3M | +13.9% | -2.4% | +16.3% | +18.5% |
| 6M | -7.4% | +2.6% | -10.0% | -11.1% |
| YTD | -19.4% | +11.2% | -30.6% | -31.5% |
| 1Y | -32.6% | +13.4% | -46.0% | -44.3% |
| 3Y | +150.0% | +79.9% | +70.1% | -4.1% |
| 5Y | +1.3% | +72.2% | -70.9% | -53.7% |
| All | +1.3% | +71.5% | -70.2% | -53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling