+157.3%
GABC vs SPY
+312.5%
-155.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.3% |
| 7D | -0.7% | -0.4% | -0.3% | -0.4% |
| 30D | -0.9% | -1.4% | +0.5% | +0.2% |
| 3M | +10.3% | +3.7% | +6.6% | +6.7% |
| 6M | +24.6% | +13.0% | +11.6% | +12.2% |
| YTD | +28.3% | +12.4% | +15.9% | +16.0% |
| 1Y | +24.0% | +18.5% | +5.5% | +7.2% |
| 3Y | +83.4% | +77.6% | +5.7% | +12.0% |
| 5Y | +56.3% | +81.7% | -25.4% | -7.8% |
| 10Y | +157.3% | +319.7% | -162.4% | -41.2% |
| All | +157.3% | +312.5% | -155.2% | -41.2% |
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 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