-73.2%
GDOT vs SPY
+833.8%
-907.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.3% | +2.4% | +2.1% |
| 7D | -7.6% | -0.9% | -6.7% | -6.6% |
| 30D | -5.4% | -2.4% | -3.0% | -2.8% |
| 3M | -12.1% | -1.2% | -10.9% | -11.2% |
| 6M | -5.1% | +3.3% | -8.4% | -9.5% |
| YTD | -8.0% | +12.3% | -20.3% | -20.7% |
| 1Y | +3.9% | +12.4% | -8.6% | -10.7% |
| 3Y | +52.3% | +78.8% | -26.5% | -24.0% |
| 5Y | -73.1% | +75.2% | -148.3% | -86.2% |
| 10Y | -49.9% | +311.1% | -361.0% | -89.4% |
| All | -73.2% | +833.8% | -907.0% | -97.2% |
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