-37.4%
GDS vs SPY
+11.8%
-49.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.4% | -0.4% | -11.0% | -10.7% |
| 7D | -8.8% | +3.3% | -12.1% | -14.2% |
| 30D | -32.3% | -2.7% | -29.6% | -28.0% |
| 3M | -38.8% | -1.7% | -37.0% | -35.8% |
| 6M | -53.1% | +3.1% | -56.2% | -54.8% |
| YTD | -42.6% | +11.9% | -54.4% | -51.8% |
| 1Y | -37.4% | +12.0% | -49.4% | -47.8% |
| All | -37.4% | +11.8% | -49.2% | -47.8% |
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 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