+20.6%
GSBD vs SPY
+309.9%
-289.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -1.0% |
| 7D | -4.9% | -0.9% | -4.0% | -4.4% |
| 30D | -3.4% | -2.4% | -1.1% | -1.8% |
| 3M | -9.0% | -1.2% | -7.9% | -8.4% |
| 6M | +1.9% | +3.3% | -1.4% | -0.9% |
| YTD | +2.2% | +12.3% | -10.0% | -7.1% |
| 1Y | +1.5% | +12.4% | -11.0% | -7.9% |
| 3Y | -9.8% | +78.8% | -88.6% | -44.4% |
| 5Y | -13.3% | +75.2% | -88.5% | -46.3% |
| All | +20.6% | +309.9% | -289.3% | -59.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling