+20.5%
GSBD vs SPY
+315.0%
-294.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -2.5% |
| 7D | -3.8% | +0.1% | -3.9% | -4.0% |
| 30D | -2.2% | -3.3% | +1.2% | +0.2% |
| 3M | -8.7% | -2.4% | -6.2% | -7.1% |
| 6M | -0.8% | +2.6% | -3.3% | -3.0% |
| YTD | +3.2% | +11.2% | -8.0% | -5.5% |
| 1Y | +0.7% | +13.4% | -12.7% | -9.3% |
| 3Y | -7.7% | +79.9% | -87.6% | -43.4% |
| 5Y | -12.1% | +72.2% | -84.3% | -44.8% |
| 10Y | +20.5% | +307.3% | -286.8% | -59.2% |
| All | +20.5% | +315.0% | -294.5% | -59.2% |
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