+86.1%
GDMA vs SPY
+216.4%
-130.3%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | -0.1% |
| 7D | -0.6% | +2.6% | -3.2% | -1.3% |
| 30D | -2.3% | -2.0% | -0.4% | -1.8% |
| 3M | -8.0% | -2.8% | -5.2% | -7.3% |
| 6M | -6.8% | +2.1% | -9.0% | -7.3% |
| YTD | +2.2% | +11.5% | -9.3% | -0.7% |
| 1Y | +4.7% | +13.5% | -8.7% | +1.3% |
| 3Y | +42.3% | +77.7% | -35.4% | +23.6% |
| 5Y | +36.8% | +72.6% | -35.8% | +20.3% |
| All | +86.1% | +216.4% | -130.3% | +41.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling