-66.6%
GDYN vs SPY
+72.1%
-138.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -0.8% |
| 7D | +0.8% | +2.6% | -1.8% | -2.8% |
| 30D | +72.2% | -2.0% | +74.2% | +75.0% |
| 3M | +66.4% | -2.8% | +69.2% | +71.0% |
| 6M | +109.7% | +2.1% | +107.5% | +99.8% |
| YTD | +46.3% | +11.5% | +34.8% | +22.4% |
| 1Y | +59.7% | +13.5% | +46.3% | +30.1% |
| 3Y | +19.9% | +77.7% | -57.8% | -52.0% |
| All | -66.6% | +72.1% | -138.7% | -83.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling