-99.5%
GBR vs SPY
+2,986.6%
-3,086.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -26.2% |
| YTD | +1.3% | +12.7% | -11.3% | -5.1% |
| 1Y | -27.6% | +17.5% | -45.1% | -33.7% |
| 3Y | -37.2% | +76.9% | -114.1% | -53.0% |
| 5Y | -82.3% | +83.6% | -165.9% | -86.9% |
| 10Y | -83.2% | +320.7% | -403.9% | -90.5% |
| All | -99.5% | +2,986.6% | -3,086.1% | -99.7% |
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