-42.9%
GTN vs SPY
+322.5%
-365.4%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -1.5% |
| 7D | -2.0% | -0.8% | -1.3% | -1.0% |
| 30D | +0.2% | -1.1% | +1.3% | +1.7% |
| 3M | +21.9% | +3.9% | +18.1% | +15.8% |
| 6M | +0.3% | +13.6% | -13.3% | -15.6% |
| YTD | +4.0% | +12.7% | -8.7% | -11.4% |
| 1Y | -11.7% | +17.5% | -29.2% | -28.9% |
| 3Y | -20.1% | +76.9% | -97.0% | -62.9% |
| 5Y | -70.5% | +83.6% | -154.1% | -87.1% |
| All | -42.9% | +322.5% | -365.4% | -92.1% |
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