+546.6%
GDV vs SPY
+958.0%
-411.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | -0.1% |
| 7D | -0.2% | -2.7% | +2.5% | +2.3% |
| 30D | +1.0% | -5.4% | +6.4% | +6.3% |
| 3M | -4.3% | -4.1% | -0.2% | -0.6% |
| 6M | +0.1% | +0.7% | -0.6% | -0.9% |
| YTD | +7.7% | +8.7% | -0.9% | -1.0% |
| 1Y | +12.6% | +10.9% | +1.7% | +1.4% |
| 3Y | +77.1% | +75.0% | +2.1% | +1.5% |
| 5Y | +42.0% | +67.8% | -25.8% | -15.6% |
| 10Y | +193.6% | +312.9% | -119.2% | -25.5% |
| All | +546.6% | +958.0% | -411.4% | -24.1% |
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