+352.5%
GDMN vs SPY
+72.9%
+279.6%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -1.9% |
| 7D | +4.0% | +0.5% | +3.5% | +3.6% |
| 30D | +7.2% | -0.9% | +8.2% | +8.1% |
| 3M | +18.0% | +3.9% | +14.1% | +15.2% |
| 6M | -21.7% | +14.5% | -36.2% | -27.9% |
| YTD | +3.2% | +12.9% | -9.7% | -4.0% |
| 1Y | +45.2% | +19.4% | +25.9% | +30.9% |
| 3Y | +411.8% | +78.5% | +333.4% | +256.7% |
| All | +352.5% | +72.9% | +279.6% | +196.6% |
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