-83.0%
GBR vs SPY
+82.3%
-165.3%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +0.9% | -11.4% | -11.0% |
| 7D | -5.0% | -0.8% | -4.2% | -4.7% |
| 30D | +5.6% | -1.1% | +6.6% | +6.0% |
| 3M | +1.3% | +3.9% | -2.5% | -0.8% |
| 6M | -20.8% | +13.6% | -34.4% | -26.6% |
| YTD | +1.3% | +12.7% | -11.3% | -5.5% |
| 1Y | -27.6% | +17.5% | -45.1% | -34.3% |
| 3Y | -37.2% | +76.9% | -114.1% | -57.1% |
| All | -83.0% | +82.3% | -165.3% | -89.1% |
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