+90.5%
GDMA vs SPY
+215.7%
-125.1%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.6% | +1.1% |
| 7D | +0.6% | +0.1% | +0.5% | +0.6% |
| 30D | -1.4% | -3.3% | +2.0% | -0.5% |
| 3M | -5.5% | -2.4% | -3.1% | -4.9% |
| 6M | -4.2% | +2.6% | -6.8% | -4.8% |
| YTD | +4.6% | +11.2% | -6.6% | +1.8% |
| 1Y | +7.4% | +13.4% | -5.9% | +4.0% |
| 3Y | +45.3% | +79.9% | -34.6% | +25.9% |
| 5Y | +40.2% | +72.2% | -32.0% | +23.4% |
| All | +90.5% | +215.7% | -125.1% | +44.7% |
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 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