+37.7%
GDMA vs SPY
+67.4%
-29.7%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -1.5% | -2.7% | +1.2% | -1.0% |
| 30D | -2.9% | -5.4% | +2.5% | -1.8% |
| 3M | -6.6% | -4.1% | -2.5% | -5.8% |
| 6M | -6.0% | +0.7% | -6.7% | -6.0% |
| YTD | +2.9% | +8.7% | -5.8% | +1.6% |
| 1Y | +5.4% | +10.9% | -5.5% | +3.9% |
| 3Y | +42.9% | +75.0% | -32.1% | +38.5% |
| All | +37.7% | +67.4% | -29.7% | +42.1% |
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