+1,830.2%
GAB vs SPY
+3,015.5%
-1,185.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.1% |
| 7D | +1.5% | -0.6% | +2.1% | +1.9% |
| 30D | +2.9% | -3.7% | +6.6% | +6.0% |
| 3M | -4.0% | -2.7% | -1.3% | -1.9% |
| 6M | -0.2% | +2.2% | -2.3% | -2.1% |
| YTD | -4.8% | +10.8% | -15.7% | -12.8% |
| 1Y | -0.7% | +11.2% | -11.9% | -9.3% |
| 3Y | +54.4% | +76.5% | -22.0% | -4.5% |
| 5Y | +29.8% | +72.9% | -43.1% | -19.3% |
| 10Y | +189.2% | +304.8% | -115.6% | -10.3% |
| All | +1,830.2% | +3,015.5% | -1,185.3% | +64.3% |
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