+51.2%
GJAN vs SPY
+101.5%
-50.3%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | 0.0% |
| 7D | -0.2% | -0.8% | +0.6% | +0.2% |
| 30D | +0.3% | -1.1% | +1.3% | +0.7% |
| 3M | +3.0% | +3.9% | -0.8% | +1.2% |
| 6M | +7.9% | +13.6% | -5.7% | +1.5% |
| YTD | +7.4% | +12.7% | -5.3% | +1.4% |
| 1Y | +11.0% | +17.5% | -6.5% | +2.7% |
| 3Y | +39.5% | +76.9% | -37.4% | +4.1% |
| All | +51.2% | +101.5% | -50.3% | +5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling