+110.3%
GAA vs SPY
+322.5%
-212.1%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.5% | 0.0% |
| 7D | -0.3% | -0.8% | +0.5% | 0.0% |
| 30D | +1.6% | -1.1% | +2.7% | +2.0% |
| 3M | +3.4% | +3.9% | -0.4% | +2.0% |
| 6M | +7.4% | +13.6% | -6.2% | +2.4% |
| YTD | +12.9% | +12.7% | +0.2% | +7.9% |
| 1Y | +17.5% | +17.5% | -0.1% | +10.6% |
| 3Y | +51.0% | +76.9% | -25.9% | +21.6% |
| 5Y | +41.5% | +83.6% | -42.0% | +11.5% |
| All | +110.3% | +322.5% | -212.1% | +19.6% |
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