+222.7%
G vs SPY
+612.3%
-389.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.6% |
| 7D | +6.7% | -2.7% | +9.4% | +8.8% |
| 30D | +25.6% | -5.4% | +31.0% | +30.8% |
| 3M | +17.5% | -4.1% | +21.6% | +21.0% |
| 6M | +26.5% | +0.7% | +25.8% | +24.4% |
| YTD | -8.2% | +8.7% | -16.8% | -15.1% |
| 1Y | +11.9% | +10.9% | +1.0% | +1.7% |
| 3Y | +28.6% | +75.0% | -46.4% | -20.0% |
| 5Y | -10.2% | +67.8% | -78.0% | -42.4% |
| 10Y | +102.3% | +312.9% | -210.6% | -33.8% |
| All | +222.7% | +612.3% | -389.5% | -29.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling