-99.9%
GETY vs SPY
+144.8%
-244.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.3% | -7.5% | -6.9% |
| 7D | -31.6% | -2.7% | -28.9% | -34.0% |
| 30D | -71.1% | -5.4% | -65.7% | -73.0% |
| 3M | -97.1% | -4.1% | -93.0% | -97.2% |
| 6M | -99.7% | +75.4% | -175.1% | -98.0% |
| YTD | -99.7% | +75.4% | -175.1% | -98.0% |
| 1Y | -99.7% | +75.4% | -175.1% | -98.0% |
| 3Y | -99.7% | +75.4% | -175.1% | -98.0% |
| 5Y | -99.9% | +67.8% | -167.7% | -99.1% |
| All | -99.9% | +144.8% | -244.6% | -99.1% |
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 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