+37.9%
GDYN vs SPY
+214.3%
-176.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.6% | -3.6% |
| 7D | -1.9% | -2.7% | +0.8% | +0.8% |
| 30D | +70.8% | -5.4% | +76.2% | +79.9% |
| 3M | +72.8% | -4.1% | +76.9% | +79.3% |
| 6M | +93.8% | +0.7% | +93.1% | +90.0% |
| YTD | +45.1% | +8.7% | +36.4% | +31.0% |
| 1Y | +49.9% | +10.9% | +39.0% | +32.3% |
| 3Y | +12.9% | +75.0% | -62.1% | -38.4% |
| 5Y | -64.6% | +67.8% | -132.4% | -79.4% |
| All | +37.9% | +214.3% | -176.4% | -42.7% |
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