+249.2%
GARP vs SPY
+156.3%
+92.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +1.0% |
| 7D | +0.2% | +0.1% | +0.1% | +0.1% |
| 30D | +1.2% | +0.1% | +1.1% | +1.1% |
| 3M | +2.1% | +2.0% | +0.1% | +0.2% |
| 6M | +23.8% | +13.0% | +10.8% | +9.5% |
| YTD | +23.4% | +13.5% | +9.9% | +8.7% |
| 1Y | +34.4% | +20.0% | +14.4% | +12.0% |
| 3Y | +127.4% | +77.2% | +50.2% | +30.5% |
| 5Y | +125.2% | +81.9% | +43.3% | +26.8% |
| All | +249.2% | +156.3% | +92.9% | +54.9% |
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