+40.0%
GDYN vs SPY
+221.8%
-181.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.8% | -1.0% |
| 7D | -2.8% | +0.1% | -2.9% | -3.1% |
| 30D | +67.3% | -3.3% | +70.6% | +72.2% |
| 3M | +75.5% | -2.4% | +77.9% | +78.7% |
| 6M | +90.5% | +2.6% | +88.0% | +83.3% |
| YTD | +47.3% | +11.2% | +36.0% | +29.7% |
| 1Y | +50.8% | +13.4% | +37.4% | +29.9% |
| 3Y | +20.4% | +79.9% | -59.5% | -36.3% |
| 5Y | -64.0% | +72.2% | -136.2% | -79.6% |
| All | +40.0% | +221.8% | -181.8% | -43.2% |
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 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