+37.3%
GTES vs SPY
+203.1%
-165.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.6% |
| 7D | +5.4% | +2.6% | +2.8% | +2.2% |
| 30D | -1.7% | -2.0% | +0.2% | +0.9% |
| 3M | -8.2% | -2.8% | -5.4% | -4.8% |
| 6M | +0.1% | +2.1% | -2.1% | -1.8% |
| YTD | +18.3% | +11.5% | +6.8% | +4.9% |
| 1Y | +13.0% | +13.5% | -0.4% | -1.7% |
| 3Y | +124.8% | +77.7% | +47.1% | +18.2% |
| 5Y | +47.8% | +72.6% | -24.8% | -19.5% |
| All | +37.3% | +203.1% | -165.8% | -59.5% |
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