+32.9%
GPTY vs SPY
+26.7%
+6.2%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.4% | +1.2% | +0.1% |
| 7D | -0.5% | +0.1% | -0.5% | -0.4% |
| 30D | -15.3% | -3.3% | -12.0% | -10.7% |
| 3M | -9.9% | -2.4% | -7.5% | -6.1% |
| 6M | -7.2% | +2.6% | -9.7% | -9.4% |
| YTD | +13.4% | +11.2% | +2.2% | -0.5% |
| 1Y | +10.6% | +13.4% | -2.8% | -5.3% |
| All | +32.9% | +26.7% | +6.2% | +5.3% |
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