+104.8%
GARP vs SPY
+74.6%
+30.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.0% | +0.7% |
| 7D | +0.1% | -0.9% | +1.0% | +1.4% |
| 30D | -9.5% | -2.4% | -7.1% | -6.5% |
| 3M | -6.8% | -1.2% | -5.6% | -5.1% |
| 6M | +1.1% | +3.3% | -2.2% | -2.3% |
| YTD | +14.6% | +12.3% | +2.4% | +0.2% |
| 1Y | +14.9% | +12.4% | +2.4% | +0.3% |
| 3Y | +107.1% | +78.8% | +28.3% | +5.0% |
| 5Y | +104.8% | +75.2% | +29.7% | +8.3% |
| All | +104.8% | +74.6% | +30.2% | +8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling