+38.2%
GTES vs SPY
+205.3%
-167.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +0.3% |
| 7D | +4.5% | -0.9% | +5.4% | +5.7% |
| 30D | -2.6% | -2.4% | -0.2% | +0.5% |
| 3M | -10.1% | -1.2% | -9.0% | -8.7% |
| 6M | -1.6% | +3.3% | -4.9% | -4.8% |
| YTD | +19.0% | +12.3% | +6.8% | +4.7% |
| 1Y | +15.0% | +12.4% | +2.6% | +1.1% |
| 3Y | +124.8% | +78.8% | +46.0% | +17.4% |
| 5Y | +48.4% | +75.2% | -26.7% | -20.5% |
| All | +38.2% | +205.3% | -167.2% | -59.6% |
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