-93.0%
GDRX vs SPY
+150.4%
-243.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.7% | +2.1% |
| 7D | +1.7% | +0.5% | +1.2% | +0.8% |
| 30D | -4.3% | -0.9% | -3.4% | -3.0% |
| 3M | +33.8% | +3.9% | +30.0% | +24.9% |
| 6M | +54.4% | +14.5% | +39.9% | +22.7% |
| YTD | +29.9% | +12.9% | +17.0% | +6.2% |
| 1Y | -14.6% | +19.4% | -33.9% | -36.4% |
| 3Y | -43.0% | +78.5% | -121.5% | -80.1% |
| 5Y | -91.2% | +81.8% | -172.9% | -96.8% |
| All | -93.0% | +150.4% | -243.4% | -98.4% |
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