-79.2%
GT vs SPY
+312.5%
-391.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.1% |
| 7D | -7.4% | -0.4% | -7.0% | -7.0% |
| 30D | -4.6% | -1.4% | -3.3% | -2.8% |
| 3M | -2.5% | +3.7% | -6.2% | -7.3% |
| 6M | -22.0% | +13.0% | -35.0% | -34.0% |
| YTD | -34.4% | +12.4% | -46.8% | -44.1% |
| 1Y | -32.7% | +18.5% | -51.3% | -46.8% |
| 3Y | -54.8% | +77.6% | -132.4% | -79.7% |
| 5Y | -63.4% | +81.7% | -145.1% | -83.2% |
| 10Y | -79.2% | +319.7% | -398.9% | -96.8% |
| All | -79.2% | +312.5% | -391.8% | -96.8% |
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