-19.0%
G vs SPY
+19.4%
-38.4%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.5% | -4.7% | -5.2% |
| 7D | -6.2% | +0.5% | -6.8% | -6.2% |
| 30D | +3.1% | -0.9% | +4.0% | +3.2% |
| 3M | +9.7% | +3.9% | +5.9% | +9.0% |
| 6M | -14.3% | +14.5% | -28.8% | -19.4% |
| YTD | -23.6% | +12.9% | -36.5% | -26.9% |
| 1Y | -19.0% | +19.4% | -38.3% | -23.7% |
| All | -19.0% | +19.4% | -38.4% | -23.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling