+28.3%
GPTY vs SPY
+23.8%
+4.5%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.3% | +2.6% | +2.5% |
| 7D | -6.4% | -2.7% | -3.7% | -2.4% |
| 30D | -18.9% | -5.4% | -13.5% | -11.7% |
| 3M | -11.8% | -4.1% | -7.7% | -5.8% |
| 6M | -9.5% | +0.7% | -10.3% | -9.3% |
| YTD | +9.5% | +8.7% | +0.8% | -0.6% |
| 1Y | +6.5% | +10.9% | -4.4% | -5.7% |
| All | +28.3% | +23.8% | +4.5% | +5.1% |
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 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