-43.7%
GDOT vs SPY
+312.5%
-356.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.2% |
| 7D | -2.2% | -0.4% | -1.8% | -1.7% |
| 30D | -1.9% | -1.4% | -0.5% | -0.1% |
| 3M | +2.0% | +3.7% | -1.7% | -3.3% |
| 6M | +11.1% | +13.0% | -1.9% | -6.1% |
| YTD | +1.6% | +12.4% | -10.8% | -13.7% |
| 1Y | -10.8% | +18.5% | -29.3% | -29.5% |
| 3Y | -5.7% | +77.6% | -83.4% | -56.5% |
| 5Y | -74.5% | +81.7% | -156.2% | -88.5% |
| 10Y | -43.7% | +319.7% | -363.3% | -90.9% |
| All | -43.7% | +312.5% | -356.2% | -90.9% |
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