+363.3%
GDMN vs SPY
+73.8%
+289.5%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.4% |
| 7D | -1.1% | +0.1% | -1.2% | -1.1% |
| 30D | +18.7% | +0.1% | +18.6% | +18.8% |
| 3M | +7.9% | +2.0% | +5.9% | +6.9% |
| 6M | -22.5% | +13.0% | -35.5% | -28.1% |
| YTD | +5.7% | +13.5% | -7.8% | -2.1% |
| 1Y | +56.9% | +20.0% | +36.9% | +40.8% |
| 3Y | +405.5% | +77.2% | +328.3% | +253.4% |
| All | +363.3% | +73.8% | +289.5% | +202.5% |
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 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