-63.7%
GDYN vs SPY
+67.4%
-131.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.6% | -3.7% |
| 7D | -1.9% | -2.7% | +0.8% | +1.6% |
| 30D | +70.8% | -5.4% | +76.2% | +82.6% |
| 3M | +72.8% | -4.1% | +76.9% | +81.0% |
| 6M | +93.8% | +0.7% | +93.1% | +88.1% |
| YTD | +45.1% | +8.7% | +36.4% | +25.9% |
| 1Y | +49.9% | +10.9% | +39.0% | +26.0% |
| 3Y | +12.9% | +75.0% | -62.1% | -53.9% |
| All | -63.7% | +67.4% | -131.1% | -81.3% |
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