+2,386.1%
GABC vs SPY
+2,858.4%
-472.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.3% | -1.1% |
| 7D | +2.3% | -2.7% | +5.0% | +3.7% |
| 30D | +3.4% | -5.4% | +8.8% | +6.3% |
| 3M | -0.8% | -4.1% | +3.3% | +1.2% |
| 6M | +16.1% | +0.7% | +15.4% | +15.2% |
| YTD | +30.4% | +8.7% | +21.8% | +24.3% |
| 1Y | +30.6% | +10.9% | +19.8% | +23.1% |
| 3Y | +91.7% | +75.0% | +16.7% | +42.6% |
| 5Y | +37.7% | +67.8% | -30.1% | +3.9% |
| 10Y | +139.3% | +312.9% | -173.5% | +20.4% |
| All | +2,386.1% | +2,858.4% | -472.3% | +761.3% |
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