+132.4%
GLTR vs SPY
+80.4%
+52.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | +5.1% | +0.1% | +5.0% | +5.1% |
| 3M | -4.3% | +2.0% | -6.3% | -5.0% |
| 6M | -16.3% | +13.0% | -29.3% | -19.9% |
| YTD | -2.0% | +13.5% | -15.5% | -6.2% |
| 1Y | +34.7% | +20.0% | +14.7% | +27.4% |
| All | +132.4% | +80.4% | +52.0% | +102.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling