-45.8%
GDRX vs SPY
+75.5%
-121.3%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +1.1% |
| 7D | -5.1% | -2.0% | -3.1% | -2.6% |
| 30D | -11.8% | -1.7% | -10.2% | -10.0% |
| 3M | +30.9% | +4.7% | +26.1% | +22.8% |
| 6M | +39.6% | +12.5% | +27.1% | +19.8% |
| YTD | +23.6% | +11.7% | +11.9% | +7.6% |
| 1Y | -18.7% | +17.5% | -36.2% | -33.5% |
| All | -45.8% | +75.5% | -121.3% | -79.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling