+470.8%
GDLC vs SPY
+160.4%
+310.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -4.4% | -0.7% | +0.7% |
| 7D | -5.5% | -4.7% | -0.8% | +0.8% |
| 30D | -12.6% | -5.9% | -6.7% | -5.2% |
| 3M | +17.1% | -4.5% | +21.7% | +24.8% |
| 6M | -6.4% | +1.8% | -8.2% | -8.2% |
| YTD | -17.1% | +8.3% | -25.5% | -24.3% |
| 1Y | -30.7% | +9.3% | -40.0% | -37.3% |
| 3Y | +163.4% | +74.9% | +88.6% | +33.5% |
| 5Y | +9.6% | +67.3% | -57.7% | -39.6% |
| All | +470.8% | +160.4% | +310.4% | +129.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling