-15.2%
GDYN vs SPY
+228.4%
-243.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.3% |
| 7D | +1.1% | +0.1% | +1.0% | +1.1% |
| 30D | +9.1% | +0.1% | +9.0% | +9.1% |
| 3M | +15.6% | +2.0% | +13.6% | +12.9% |
| 6M | +11.9% | +13.0% | -1.1% | -2.4% |
| YTD | -10.7% | +13.5% | -24.3% | -22.4% |
| 1Y | +2.5% | +20.0% | -17.4% | -15.8% |
| 3Y | -31.6% | +77.2% | -108.8% | -62.8% |
| 5Y | -73.1% | +81.9% | -155.0% | -85.4% |
| All | -15.2% | +228.4% | -243.6% | -66.0% |
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