+65.8%
G vs SPY
+311.3%
-245.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.5% | -4.7% | -4.8% |
| 7D | -6.2% | +0.5% | -6.8% | -6.6% |
| 30D | +3.1% | -0.9% | +4.0% | +4.0% |
| 3M | +9.7% | +3.9% | +5.9% | +5.4% |
| 6M | -14.3% | +14.5% | -28.8% | -25.0% |
| YTD | -23.6% | +12.9% | -36.5% | -32.1% |
| 1Y | -19.0% | +19.4% | -38.3% | -31.7% |
| 3Y | -0.6% | +78.5% | -79.0% | -43.4% |
| 5Y | -26.9% | +81.8% | -108.6% | -59.3% |
| 10Y | +65.8% | +311.5% | -245.7% | -52.5% |
| All | +65.8% | +311.3% | -245.5% | -52.5% |
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