+126.2%
GARP vs SPY
+81.8%
+44.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.6% |
| 7D | +2.0% | +0.5% | +1.4% | +1.3% |
| 30D | +0.5% | -0.9% | +1.4% | +1.7% |
| 3M | +5.4% | +3.9% | +1.5% | +0.7% |
| 6M | +26.5% | +14.5% | +12.0% | +7.5% |
| YTD | +23.3% | +12.9% | +10.4% | +6.7% |
| 1Y | +33.0% | +19.4% | +13.6% | +7.8% |
| 3Y | +130.3% | +78.5% | +51.8% | +16.9% |
| 5Y | +126.2% | +81.8% | +44.4% | +14.3% |
| All | +126.2% | +81.8% | +44.4% | +14.3% |
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