-85.0%
GT vs SPY
+306.4%
-391.4%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.5% | -3.3% |
| 7D | -9.5% | -0.6% | -8.9% | -9.1% |
| 30D | -14.1% | -3.7% | -10.4% | -10.0% |
| 3M | -33.3% | -2.7% | -30.6% | -31.1% |
| 6M | -38.2% | +2.2% | -40.4% | -40.5% |
| YTD | -54.1% | +10.8% | -64.9% | -60.3% |
| 1Y | -47.0% | +11.2% | -58.2% | -54.4% |
| 3Y | -68.7% | +76.5% | -145.2% | -85.9% |
| 5Y | -82.6% | +72.9% | -155.5% | -91.5% |
| All | -85.0% | +306.4% | -391.4% | -97.8% |
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