-20.1%
GTN vs SPY
+77.0%
-97.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -1.4% |
| 7D | -2.0% | -0.8% | -1.3% | -1.1% |
| 30D | +0.2% | -1.1% | +1.3% | +1.6% |
| 3M | +21.9% | +3.9% | +18.1% | +16.5% |
| 6M | +0.3% | +13.6% | -13.3% | -14.1% |
| YTD | +4.0% | +12.7% | -8.7% | -9.9% |
| 1Y | -11.7% | +17.5% | -29.2% | -27.4% |
| 3Y | -20.1% | +76.9% | -97.0% | -68.3% |
| All | -20.1% | +77.0% | -97.1% | -68.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling