+42.5%
GDYN vs SPY
+213.4%
-170.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.4% | +2.9% | +3.2% |
| 7D | +42.7% | -4.7% | +47.4% | +49.2% |
| 30D | +73.1% | -5.9% | +79.1% | +83.5% |
| 3M | +83.2% | -4.5% | +87.8% | +91.0% |
| 6M | +122.0% | +1.8% | +120.2% | +115.4% |
| YTD | +49.9% | +8.3% | +41.6% | +35.9% |
| 1Y | +50.9% | +9.3% | +41.6% | +35.3% |
| 3Y | +13.7% | +74.9% | -61.2% | -37.9% |
| 5Y | -63.4% | +67.3% | -130.7% | -78.6% |
| All | +42.5% | +213.4% | -170.8% | -40.5% |
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