+437.1%
GBX vs SPY
+2,874.7%
-2,437.5%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.2% | 0.0% |
| 7D | -0.4% | -0.8% | +0.4% | +0.5% |
| 30D | -5.3% | -1.1% | -4.2% | -4.1% |
| 3M | -8.4% | +3.9% | -12.3% | -12.6% |
| 6M | -18.7% | +13.6% | -32.3% | -30.1% |
| YTD | -5.9% | +12.7% | -18.6% | -18.7% |
| 1Y | -6.1% | +17.5% | -23.6% | -22.7% |
| 3Y | +18.5% | +76.9% | -58.4% | -38.4% |
| 5Y | +14.0% | +83.6% | -69.6% | -43.8% |
| 10Y | +68.2% | +320.7% | -252.5% | -66.0% |
| All | +437.1% | +2,874.7% | -2,437.5% | -63.5% |
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