-2.5%
GSBD vs SPY
+12.1%
-14.6%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | -4.5% | +2.6% | -7.1% | -5.6% |
| 30D | -4.5% | -2.0% | -2.5% | -3.7% |
| 3M | -13.8% | -2.8% | -11.0% | -12.7% |
| 6M | -0.7% | +2.1% | -2.9% | -1.4% |
| YTD | -0.8% | +11.5% | -12.2% | -6.2% |
| 1Y | -2.5% | +13.5% | -16.0% | -9.0% |
| All | -2.5% | +12.1% | -14.6% | -9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling