+29.8%
GTO vs SPY
+311.8%
-281.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.1% |
| 7D | -0.5% | -0.9% | +0.4% | -0.5% |
| 30D | +1.4% | -2.4% | +3.7% | +1.5% |
| 3M | -1.0% | -1.2% | +0.2% | -0.9% |
| 6M | -1.4% | +3.3% | -4.7% | -1.5% |
| YTD | -0.8% | +12.3% | -13.1% | -1.2% |
| 1Y | -0.6% | +12.4% | -13.1% | -1.0% |
| 3Y | +16.4% | +78.8% | -62.4% | +14.6% |
| 5Y | -1.6% | +75.2% | -76.8% | -3.6% |
| 10Y | +29.8% | +311.1% | -281.3% | +31.0% |
| All | +29.8% | +311.8% | -281.9% | +31.0% |
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