-56.0%
GDOG vs SPY
+14.4%
-70.4%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -2.6% |
| 7D | -10.1% | -0.6% | -9.5% | -9.4% |
| 30D | -19.8% | -3.7% | -16.1% | -13.1% |
| 3M | -3.2% | -2.7% | -0.4% | +3.2% |
| 6M | -38.0% | +2.2% | -40.2% | -40.5% |
| YTD | -42.3% | +10.8% | -53.2% | -51.7% |
| All | -56.0% | +14.4% | -70.4% | -64.9% |
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