+45.4%
GSY vs SPY
+667.1%
-621.7%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | +0.1% | -2.7% | +2.8% | +0.2% |
| 30D | +0.5% | -5.4% | +5.9% | +0.6% |
| 3M | +0.9% | -4.1% | +4.9% | +0.9% |
| 6M | +1.9% | +0.7% | +1.2% | +1.9% |
| YTD | +3.2% | +8.7% | -5.5% | +3.1% |
| 1Y | +3.9% | +10.9% | -7.0% | +3.8% |
| 3Y | +16.4% | +75.0% | -58.6% | +15.5% |
| 5Y | +21.5% | +67.8% | -46.3% | +20.5% |
| 10Y | +34.3% | +312.9% | -278.5% | +31.2% |
| All | +45.4% | +667.1% | -621.7% | +39.0% |
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