+35.1%
GTO vs SPY
+371.2%
-336.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.4% | +4.6% | +0.3% |
| 7D | +0.8% | -4.7% | +5.5% | +0.9% |
| 30D | +2.4% | -5.9% | +8.3% | +2.6% |
| 3M | -0.6% | -4.5% | +3.9% | -0.5% |
| 6M | -0.5% | +1.8% | -2.3% | -0.6% |
| YTD | -0.2% | +8.3% | -8.5% | -0.4% |
| 1Y | +0.6% | +9.3% | -8.7% | +0.3% |
| 3Y | +16.9% | +74.9% | -58.0% | +15.2% |
| 5Y | -1.5% | +67.3% | -68.7% | -3.3% |
| 10Y | +28.3% | +311.6% | -283.3% | +28.2% |
| All | +35.1% | +371.2% | -336.1% | +35.0% |
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 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