-93.3%
GDRX vs SPY
+149.8%
-243.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | -0.2% |
| 7D | -2.6% | -0.8% | -1.8% | -1.3% |
| 30D | -5.6% | -1.1% | -4.5% | -3.9% |
| 3M | +28.9% | +3.9% | +25.0% | +20.3% |
| 6M | +50.7% | +13.6% | +37.1% | +21.3% |
| YTD | +25.1% | +12.7% | +12.4% | +2.7% |
| 1Y | -19.7% | +17.5% | -37.2% | -38.6% |
| 3Y | -45.1% | +76.9% | -122.0% | -80.5% |
| 5Y | -92.0% | +83.6% | -175.6% | -97.1% |
| All | -93.3% | +149.8% | -243.1% | -98.5% |
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 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