-74.6%
GALT vs SPY
+1,222.4%
-1,297.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.7% |
| 7D | -2.9% | +2.6% | -5.5% | -4.2% |
| 30D | -16.2% | -2.0% | -14.2% | -14.9% |
| 3M | -13.6% | -2.8% | -10.8% | -11.8% |
| 6M | +36.8% | +2.1% | +34.6% | +35.7% |
| YTD | -26.7% | +11.5% | -38.2% | -30.4% |
| 1Y | -44.8% | +13.5% | -58.3% | -48.4% |
| 3Y | +56.4% | +77.7% | -21.3% | +14.0% |
| 5Y | +1.3% | +72.6% | -71.3% | -25.0% |
| 10Y | +235.2% | +308.2% | -73.0% | +79.1% |
| All | -74.6% | +1,222.4% | -1,297.0% | -86.5% |
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