+201.6%
GLTR vs SPY
+312.5%
-110.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.6% |
| 7D | +1.3% | -0.4% | +1.7% | +1.4% |
| 30D | +1.0% | -1.4% | +2.4% | +1.4% |
| 3M | +3.6% | +3.7% | -0.1% | +2.7% |
| 6M | -17.6% | +13.0% | -30.6% | -19.8% |
| YTD | -2.0% | +12.4% | -14.4% | -4.5% |
| 1Y | +32.5% | +18.5% | +14.0% | +27.8% |
| 3Y | +132.9% | +77.6% | +55.3% | +105.9% |
| 5Y | +121.2% | +81.7% | +39.5% | +92.9% |
| 10Y | +201.6% | +319.7% | -118.1% | +135.5% |
| All | +201.6% | +312.5% | -110.9% | +135.5% |
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