+361.3%
GDMN vs SPY
+72.1%
+289.2%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.3% |
| 7D | +2.1% | -0.4% | +2.5% | +2.4% |
| 30D | +7.2% | -1.4% | +8.6% | +8.5% |
| 3M | +23.5% | +3.7% | +19.8% | +20.7% |
| 6M | -20.0% | +13.0% | -33.0% | -25.7% |
| YTD | +5.3% | +12.4% | -7.1% | -1.8% |
| 1Y | +48.7% | +18.5% | +30.2% | +34.7% |
| 3Y | +421.8% | +77.6% | +344.2% | +265.0% |
| All | +361.3% | +72.1% | +289.2% | +203.5% |
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