-61.1%
GTE vs SPY
+779.6%
-840.7%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.8% |
| 7D | +2.7% | -0.4% | +3.1% | +3.2% |
| 30D | +17.0% | -1.4% | +18.4% | +18.9% |
| 3M | +41.3% | +3.7% | +37.6% | +32.8% |
| 6M | +33.4% | +13.0% | +20.4% | +10.4% |
| YTD | +146.9% | +12.4% | +134.5% | +105.6% |
| 1Y | +171.9% | +18.5% | +153.4% | +110.2% |
| 3Y | +65.4% | +77.6% | -12.2% | -25.4% |
| 5Y | +87.0% | +81.7% | +5.3% | -19.5% |
| 10Y | -63.9% | +319.7% | -383.5% | -94.4% |
| All | -61.1% | +779.6% | -840.7% | -97.7% |
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