+55.2%
GTES vs SPY
+81.0%
-25.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +3.2% |
| 7D | +5.7% | -0.4% | +6.0% | +6.1% |
| 30D | -7.3% | -1.4% | -5.9% | -5.7% |
| 3M | -0.3% | +3.7% | -4.0% | -4.4% |
| 6M | +9.2% | +13.0% | -3.8% | -5.4% |
| YTD | +22.6% | +12.4% | +10.2% | +6.9% |
| 1Y | +4.6% | +18.5% | -14.0% | -14.4% |
| 3Y | +122.5% | +77.6% | +44.9% | +17.5% |
| 5Y | +55.2% | +81.7% | -26.5% | -20.9% |
| All | +55.2% | +81.0% | -25.8% | -20.9% |
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