+52.5%
GSBD vs SPY
+330.3%
-277.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -2.0% |
| 7D | -3.2% | -2.7% | -0.5% | -1.4% |
| 30D | -1.9% | -5.4% | +3.5% | +1.9% |
| 3M | -1.3% | -4.1% | +2.7% | +1.5% |
| 6M | -8.6% | +0.7% | -9.3% | -9.4% |
| YTD | +3.9% | +8.7% | -4.7% | -2.6% |
| 1Y | +2.8% | +10.9% | -8.0% | -5.1% |
| 3Y | -7.2% | +75.0% | -82.2% | -39.4% |
| 5Y | -10.4% | +67.8% | -78.2% | -40.3% |
| 10Y | +29.1% | +312.9% | -283.8% | -49.7% |
| All | +52.5% | +330.3% | -277.8% | -40.8% |
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