-92.1%
GDRX vs SPY
+79.8%
-171.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +1.3% |
| 7D | -5.1% | -2.0% | -3.1% | -1.8% |
| 30D | -11.8% | -1.7% | -10.2% | -9.4% |
| 3M | +30.9% | +4.7% | +26.1% | +20.1% |
| 6M | +39.6% | +12.5% | +27.1% | +13.5% |
| YTD | +23.6% | +11.7% | +11.9% | +2.2% |
| 1Y | -18.7% | +17.5% | -36.2% | -38.4% |
| 3Y | -45.8% | +76.6% | -122.4% | -81.9% |
| 5Y | -92.1% | +82.0% | -174.1% | -97.2% |
| All | -92.1% | +79.8% | -171.9% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling