+184.8%
GDV vs SPY
+308.5%
-123.7%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | 0.0% |
| 7D | +3.0% | +3.3% | -0.3% | -0.3% |
| 30D | +2.9% | -2.7% | +5.6% | +5.6% |
| 3M | -3.5% | -1.7% | -1.7% | -2.0% |
| 6M | +3.3% | +3.1% | +0.2% | -0.1% |
| YTD | +10.7% | +11.9% | -1.2% | -1.5% |
| 1Y | +13.6% | +12.0% | +1.6% | +1.0% |
| 3Y | +82.9% | +78.2% | +4.7% | +0.1% |
| 5Y | +45.7% | +73.2% | -27.5% | -18.1% |
| All | +184.8% | +308.5% | -123.7% | -32.4% |
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