+116.6%
GTY vs SPY
+312.9%
-196.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.8% |
| 7D | +2.0% | -2.7% | +4.7% | +4.0% |
| 30D | +3.7% | -5.4% | +9.1% | +8.0% |
| 3M | -12.6% | -4.1% | -8.5% | -10.0% |
| 6M | -10.9% | +0.7% | -11.6% | -12.2% |
| YTD | +9.3% | +8.7% | +0.6% | +0.8% |
| 1Y | +13.1% | +10.9% | +2.3% | +2.4% |
| 3Y | +23.0% | +75.0% | -52.0% | -28.2% |
| 5Y | +17.1% | +67.8% | -50.7% | -29.8% |
| All | +116.6% | +312.9% | -196.3% | -33.4% |
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