-22.0%
G vs SPY
+82.0%
-104.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.7% |
| 7D | -1.8% | +0.1% | -2.0% | -1.9% |
| 30D | +5.8% | +0.1% | +5.8% | +5.7% |
| 3M | +14.2% | +2.0% | +12.2% | +12.1% |
| 6M | -7.5% | +13.0% | -20.5% | -16.3% |
| YTD | -19.4% | +13.5% | -32.9% | -27.2% |
| 1Y | -15.8% | +20.0% | -35.8% | -27.2% |
| 3Y | +3.3% | +77.2% | -73.9% | -35.8% |
| All | -22.0% | +82.0% | -104.0% | -52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling