+58.7%
GLDI vs SPY
+72.1%
-13.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.3% |
| 7D | -3.7% | +2.6% | -6.3% | -4.0% |
| 30D | -3.8% | -2.0% | -1.8% | -3.6% |
| 3M | -7.1% | -2.8% | -4.3% | -6.7% |
| 6M | -10.9% | +2.1% | -13.1% | -11.1% |
| YTD | -6.8% | +11.5% | -18.3% | -7.9% |
| 1Y | -3.1% | +13.5% | -16.6% | -4.4% |
| 3Y | +56.3% | +77.7% | -21.4% | +47.3% |
| All | +58.7% | +72.1% | -13.4% | +47.0% |
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 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