+127.6%
GLTR vs SPY
+739.4%
-611.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.8% |
| 7D | +3.3% | -0.6% | +3.9% | +3.4% |
| 30D | -8.1% | -3.7% | -4.4% | -7.3% |
| 3M | -13.6% | -2.7% | -10.9% | -13.1% |
| 6M | -23.7% | +2.2% | -25.9% | -24.0% |
| YTD | -16.2% | +10.8% | -27.0% | -17.8% |
| 1Y | -2.8% | +11.2% | -14.0% | -4.8% |
| 3Y | +103.4% | +76.5% | +26.9% | +81.5% |
| 5Y | +85.6% | +72.9% | +12.6% | +64.9% |
| 10Y | +170.2% | +304.8% | -134.6% | +105.5% |
| All | +127.6% | +739.4% | -611.9% | +34.1% |
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