+23.5%
GAINZ vs SPY
+87.4%
-63.9%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.3% | -0.6% |
| 7D | -0.2% | -0.8% | +0.5% | -0.2% |
| 30D | 0.0% | -1.1% | +1.0% | +0.1% |
| 3M | +2.1% | +3.9% | -1.8% | +1.7% |
| 6M | +3.0% | +13.6% | -10.6% | +1.7% |
| YTD | +4.0% | +12.7% | -8.7% | +2.8% |
| 1Y | +5.3% | +17.5% | -12.2% | +3.6% |
| 3Y | +24.7% | +76.9% | -52.2% | +16.0% |
| 5Y | +21.1% | +83.6% | -62.5% | +12.1% |
| All | +23.5% | +87.4% | -63.9% | +14.0% |
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