-63.4%
GT vs SPY
+81.0%
-144.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.0% |
| 7D | -7.4% | -0.4% | -7.0% | -6.9% |
| 30D | -4.6% | -1.4% | -3.3% | -2.6% |
| 3M | -2.5% | +3.7% | -6.2% | -7.7% |
| 6M | -22.0% | +13.0% | -35.0% | -35.0% |
| YTD | -34.4% | +12.4% | -46.8% | -44.9% |
| 1Y | -32.7% | +18.5% | -51.3% | -48.1% |
| 3Y | -54.8% | +77.6% | -132.4% | -82.3% |
| 5Y | -63.4% | +81.7% | -145.1% | -85.0% |
| All | -63.4% | +81.0% | -144.4% | -85.0% |
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 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