+118.8%
GATX vs SPY
+79.8%
+39.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.3% |
| 7D | -0.3% | -2.0% | +1.7% | +1.2% |
| 30D | -0.4% | -1.7% | +1.3% | +0.8% |
| 3M | +3.4% | +4.7% | -1.3% | -0.2% |
| 6M | +1.5% | +12.5% | -11.0% | -7.2% |
| YTD | +5.1% | +11.7% | -6.7% | -3.6% |
| 1Y | +6.5% | +17.5% | -10.9% | -6.0% |
| 3Y | +65.0% | +76.6% | -11.6% | +6.1% |
| 5Y | +118.8% | +82.0% | +36.7% | +33.9% |
| All | +118.8% | +79.8% | +39.0% | +33.9% |
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 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