-29.2%
GDS vs SPY
+14.6%
-43.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +1.7% | +5.3% | +3.6% |
| 7D | -2.1% | -0.7% | -1.3% | -0.5% |
| 30D | -20.2% | -1.0% | -19.2% | -17.9% |
| 3M | -30.0% | -0.3% | -29.6% | -28.7% |
| 6M | -45.7% | +7.3% | -53.1% | -51.5% |
| YTD | -33.0% | +13.3% | -46.4% | -45.2% |
| 1Y | -29.2% | +14.8% | -44.0% | -43.5% |
| All | -29.2% | +14.6% | -43.9% | -43.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling