+5,197.8%
GGB vs SPY
+859.6%
+4,338.2%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | -0.2% |
| 7D | +3.6% | -0.8% | +4.4% | +4.7% |
| 30D | +7.7% | -1.1% | +8.8% | +9.3% |
| 3M | +11.7% | +3.9% | +7.8% | +5.6% |
| 6M | +46.4% | +13.6% | +32.8% | +22.6% |
| YTD | +42.9% | +12.7% | +30.2% | +21.0% |
| 1Y | +69.0% | +17.5% | +51.5% | +35.1% |
| 3Y | +33.0% | +76.9% | -43.9% | -41.0% |
| 5Y | +81.9% | +83.6% | -1.7% | -25.9% |
| 10Y | +273.8% | +320.7% | -46.9% | -50.0% |
| All | +5,197.8% | +859.6% | +4,338.2% | +223.6% |
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