-61.6%
GALT vs SPY
+1,246.8%
-1,308.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.4% | +6.4% | +6.2% |
| 7D | +14.7% | +0.1% | +14.6% | +14.6% |
| 30D | +49.2% | +0.1% | +49.1% | +49.2% |
| 3M | +93.7% | +2.0% | +91.7% | +90.9% |
| 6M | +48.2% | +13.0% | +35.2% | +38.8% |
| YTD | +10.8% | +13.5% | -2.7% | +3.5% |
| 1Y | -1.3% | +20.0% | -21.3% | -10.7% |
| 3Y | +161.9% | +77.2% | +84.7% | +90.2% |
| 5Y | +19.7% | +81.9% | -62.1% | -14.2% |
| 10Y | +171.2% | +314.1% | -142.9% | +42.8% |
| All | -61.6% | +1,246.8% | -1,308.4% | -79.9% |
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