+2,753.9%
GATX vs SPY
+3,074.3%
-320.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.5% |
| 7D | +1.6% | +0.5% | +1.1% | +1.1% |
| 30D | -0.8% | -0.9% | +0.2% | +0.1% |
| 3M | +2.7% | +3.9% | -1.2% | -1.3% |
| 6M | -1.1% | +14.5% | -15.6% | -13.5% |
| YTD | +4.7% | +12.9% | -8.2% | -7.3% |
| 1Y | +6.5% | +19.4% | -12.9% | -10.9% |
| 3Y | +64.5% | +78.5% | -14.0% | -8.4% |
| 5Y | +117.7% | +81.8% | +36.0% | +17.2% |
| 10Y | +406.2% | +311.5% | +94.7% | +24.4% |
| All | +2,753.9% | +3,074.3% | -320.3% | +75.4% |
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