+87.2%
GDMA vs SPY
+207.4%
-120.2%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.4% | +2.4% | -0.8% |
| 7D | -2.0% | -4.7% | +2.7% | -0.7% |
| 30D | -3.6% | -5.9% | +2.3% | -2.0% |
| 3M | -6.6% | -4.5% | -2.1% | -5.4% |
| 6M | -5.9% | +1.8% | -7.7% | -6.3% |
| YTD | +2.8% | +8.3% | -5.5% | +0.7% |
| 1Y | +5.4% | +9.3% | -4.0% | +3.0% |
| 3Y | +43.0% | +74.9% | -31.8% | +24.9% |
| 5Y | +38.3% | +67.3% | -28.9% | +22.7% |
| All | +87.2% | +207.4% | -120.2% | +43.3% |
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 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