+117.3%
GDS vs SPY
+322.4%
-205.1%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.3% | +4.3% | +3.8% |
| 7D | -3.2% | -0.9% | -2.3% | -1.9% |
| 30D | -25.6% | -2.4% | -23.2% | -22.5% |
| 3M | -30.7% | -1.2% | -29.5% | -28.9% |
| 6M | -49.7% | +3.3% | -53.0% | -51.4% |
| YTD | -35.2% | +12.3% | -47.5% | -43.8% |
| 1Y | -32.1% | +12.4% | -44.6% | -41.2% |
| 3Y | +106.8% | +78.8% | +28.0% | -3.2% |
| 5Y | -63.1% | +75.2% | -138.3% | -81.3% |
| 10Y | +134.4% | +311.1% | -176.7% | -45.3% |
| All | +117.3% | +322.4% | -205.1% | -49.2% |
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