+117.6%
GLTR vs SPY
+81.8%
+35.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | +1.6% | +0.5% | +1.0% | +1.4% |
| 30D | +1.3% | -0.9% | +2.3% | +1.6% |
| 3M | -0.4% | +3.9% | -4.3% | -1.5% |
| 6M | -17.8% | +14.5% | -32.3% | -20.7% |
| YTD | -3.4% | +12.9% | -16.3% | -6.5% |
| 1Y | +30.0% | +19.4% | +10.7% | +24.4% |
| 3Y | +129.6% | +78.5% | +51.1% | +100.3% |
| 5Y | +117.6% | +81.8% | +35.8% | +83.3% |
| All | +117.6% | +81.8% | +35.8% | +83.3% |
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