+2,382.6%
GABC vs SPY
+2,991.1%
-608.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | +0.2% | +0.1% | +0.1% | +0.1% |
| 30D | -1.4% | +0.1% | -1.5% | -1.5% |
| 3M | +15.1% | +2.0% | +13.1% | +13.7% |
| 6M | +21.9% | +13.0% | +8.9% | +14.0% |
| YTD | +30.3% | +13.5% | +16.7% | +21.5% |
| 1Y | +23.2% | +20.0% | +3.2% | +11.7% |
| 3Y | +86.1% | +77.2% | +8.9% | +37.7% |
| 5Y | +53.7% | +81.9% | -28.2% | +11.5% |
| 10Y | +159.5% | +314.1% | -154.5% | +30.0% |
| All | +2,382.6% | +2,991.1% | -608.5% | +742.1% |
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