+70.2%
GSBD vs SPY
+349.6%
-279.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.1% |
| 7D | -1.2% | +0.1% | -1.3% | -1.3% |
| 30D | +13.4% | +0.1% | +13.3% | +13.3% |
| 3M | +13.6% | +2.0% | +11.6% | +11.9% |
| 6M | +15.4% | +13.0% | +2.4% | +5.4% |
| YTD | +16.0% | +13.5% | +2.5% | +5.5% |
| 1Y | +1.9% | +20.0% | -18.1% | -11.1% |
| 3Y | +6.6% | +77.2% | -70.6% | -30.9% |
| 5Y | +0.3% | +81.9% | -81.6% | -37.1% |
| 10Y | +41.1% | +314.1% | -273.0% | -46.2% |
| All | +70.2% | +349.6% | -279.4% | -35.9% |
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