+198.4%
GDS vs SPY
+320.2%
-121.9%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -3.3% |
| 7D | -0.2% | -2.0% | +1.8% | +2.6% |
| 30D | -4.8% | -1.7% | -3.2% | -2.5% |
| 3M | -7.2% | +4.7% | -12.0% | -13.0% |
| 6M | -29.2% | +12.5% | -41.7% | -39.5% |
| YTD | -11.0% | +11.7% | -22.7% | -22.9% |
| 1Y | -7.3% | +17.5% | -24.8% | -24.3% |
| 3Y | +175.6% | +76.6% | +99.0% | +30.7% |
| 5Y | -49.6% | +82.0% | -131.7% | -75.6% |
| All | +198.4% | +320.2% | -121.9% | -30.3% |
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