+108.0%
G vs SPY
+307.0%
-199.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.4% |
| 7D | +3.2% | +2.6% | +0.6% | +0.9% |
| 30D | +23.4% | -2.0% | +25.4% | +25.1% |
| 3M | +27.6% | -2.8% | +30.4% | +30.1% |
| 6M | +49.8% | +2.1% | +47.7% | +45.3% |
| YTD | -5.3% | +11.5% | -16.8% | -15.3% |
| 1Y | -1.6% | +13.5% | -15.1% | -13.5% |
| 3Y | +42.9% | +77.7% | -34.8% | -19.0% |
| 5Y | -8.1% | +72.6% | -80.7% | -46.5% |
| All | +108.0% | +307.0% | -199.0% | -41.1% |
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