+107.4%
GDS vs SPY
+307.0%
-199.6%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.7% |
| 7D | -11.4% | +2.6% | -14.0% | -14.5% |
| 30D | -23.4% | -2.0% | -21.4% | -20.8% |
| 3M | -43.0% | -2.8% | -40.2% | -40.2% |
| 6M | -56.7% | +2.1% | -58.8% | -57.5% |
| YTD | -43.2% | +11.5% | -54.7% | -50.3% |
| 1Y | -35.3% | +13.5% | -48.7% | -44.7% |
| 3Y | +82.9% | +77.7% | +5.2% | -13.8% |
| 5Y | -67.9% | +72.6% | -140.5% | -83.5% |
| All | +107.4% | +307.0% | -199.6% | -57.8% |
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