+130.8%
GALT vs SPY
+318.9%
-188.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -3.1% |
| 7D | -10.3% | -2.0% | -8.4% | -8.4% |
| 30D | +24.6% | -1.7% | +26.3% | +26.9% |
| 3M | +63.9% | +4.7% | +59.1% | +55.0% |
| 6M | +27.5% | +12.5% | +14.9% | +12.7% |
| YTD | -6.2% | +11.7% | -18.0% | -16.5% |
| 1Y | -22.0% | +17.5% | -39.5% | -34.5% |
| 3Y | +126.7% | +76.6% | +50.2% | +17.5% |
| 5Y | +2.1% | +82.0% | -79.9% | -49.7% |
| All | +130.8% | +318.9% | -188.1% | -74.3% |
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 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