-63.2%
GTE vs SPY
+322.5%
-385.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -3.0% |
| 7D | +6.8% | -0.8% | +7.6% | +7.7% |
| 30D | +15.4% | -1.1% | +16.5% | +16.7% |
| 3M | +35.0% | +3.9% | +31.2% | +27.3% |
| 6M | +38.3% | +13.6% | +24.7% | +14.7% |
| YTD | +154.5% | +12.7% | +141.8% | +113.0% |
| 1Y | +173.2% | +17.5% | +155.7% | +115.7% |
| 3Y | +73.5% | +76.9% | -3.4% | -20.4% |
| 5Y | +89.3% | +83.6% | +5.7% | -18.6% |
| All | -63.2% | +322.5% | -385.6% | -95.0% |
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 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