+570.4%
D vs SPYG
+564.9%
+5.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +1.5% | +0.4% | +1.1% | +1.3% |
| 30D | -2.6% | -0.4% | -2.1% | -2.4% |
| 3M | 0.0% | +0.5% | -0.5% | -0.5% |
| 6M | +7.4% | +17.5% | -10.1% | +0.5% |
| YTD | +15.9% | +14.3% | +1.5% | +9.4% |
| 1Y | +18.1% | +21.7% | -3.6% | +8.7% |
| 3Y | +58.4% | +98.6% | -40.2% | +17.7% |
| 5Y | +5.2% | +85.1% | -79.9% | -21.1% |
| 10Y | +35.9% | +412.0% | -376.2% | -33.5% |
| All | +570.4% | +564.9% | +5.5% | +117.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded SPYG 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling