-97.7%
GETY vs SPY
+155.8%
-253.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.6% |
| 7D | -7.1% | +0.1% | -7.2% | -7.2% |
| 30D | -50.1% | +0.1% | -50.2% | -50.0% |
| 3M | -69.9% | +2.0% | -71.9% | -70.1% |
| 6M | -73.6% | +13.0% | -86.6% | -76.0% |
| YTD | -82.3% | +13.5% | -95.9% | -83.9% |
| 1Y | -86.8% | +20.0% | -106.8% | -88.5% |
| 3Y | -94.6% | +77.2% | -171.8% | -96.2% |
| 5Y | -97.6% | +81.9% | -179.5% | -98.3% |
| All | -97.7% | +155.8% | -253.4% | -98.4% |
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