+34.4%
GSY vs SPY
+315.0%
-280.6%
-5.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.3% | 0.0% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | +0.5% | -3.3% | +3.8% | +0.5% |
| 3M | +0.9% | -2.4% | +3.3% | +0.9% |
| 6M | +1.9% | +2.6% | -0.7% | +1.8% |
| YTD | +3.2% | +11.2% | -8.0% | +3.1% |
| 1Y | +3.9% | +13.4% | -9.5% | +3.7% |
| 3Y | +16.4% | +79.9% | -63.5% | +15.4% |
| 5Y | +21.5% | +72.2% | -50.6% | +20.5% |
| 10Y | +34.4% | +307.3% | -272.9% | +31.7% |
| All | +34.4% | +315.0% | -280.6% | +31.7% |
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