+35.5%
GTO vs SPY
+393.9%
-358.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | -0.4% | +0.1% | -0.4% | -0.4% |
| 3M | -0.7% | +2.0% | -2.7% | -0.7% |
| 6M | -1.1% | +13.0% | -14.1% | -1.5% |
| YTD | +0.1% | +13.5% | -13.5% | -0.3% |
| 1Y | +2.1% | +20.0% | -17.9% | +1.5% |
| 3Y | +15.3% | +77.2% | -61.9% | +13.5% |
| 5Y | -1.9% | +81.9% | -83.8% | -3.8% |
| 10Y | +28.3% | +314.1% | -285.7% | +28.1% |
| All | +35.5% | +393.9% | -358.5% | +35.1% |
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 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