+37.1%
GDMA vs SPY
+74.0%
-36.9%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -0.4% | +3.3% | -3.7% | -1.0% |
| 30D | -3.1% | -2.7% | -0.5% | -2.6% |
| 3M | -7.7% | -1.7% | -5.9% | -7.4% |
| 6M | -5.4% | +3.1% | -8.5% | -5.9% |
| YTD | +2.4% | +11.9% | -9.5% | +0.6% |
| 1Y | +4.0% | +12.0% | -8.0% | +2.2% |
| 3Y | +42.5% | +78.2% | -35.6% | +37.4% |
| 5Y | +37.1% | +73.2% | -36.1% | +40.4% |
| All | +37.1% | +74.0% | -36.9% | +40.4% |
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