-97.4%
GETY vs SPY
+154.4%
-251.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -0.5% | +9.4% | +9.4% |
| 7D | +9.8% | +0.5% | +9.2% | +9.2% |
| 30D | -41.0% | -0.9% | -40.0% | -40.3% |
| 3M | -66.9% | +3.9% | -70.8% | -67.6% |
| 6M | -69.6% | +14.5% | -84.1% | -72.6% |
| YTD | -80.7% | +12.9% | -93.7% | -82.4% |
| 1Y | -86.4% | +19.4% | -105.8% | -88.1% |
| 3Y | -95.1% | +78.5% | -173.6% | -96.5% |
| 5Y | -97.4% | +81.8% | -179.1% | -98.2% |
| All | -97.4% | +154.4% | -251.8% | -98.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling