+186.3%
GUNR vs SPY
+322.5%
-136.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.7% |
| 7D | -0.3% | -0.8% | +0.5% | +0.3% |
| 30D | +5.1% | -1.1% | +6.2% | +6.0% |
| 3M | +9.1% | +3.9% | +5.2% | +5.5% |
| 6M | +4.8% | +13.6% | -8.8% | -5.9% |
| YTD | +24.8% | +12.7% | +12.1% | +12.7% |
| 1Y | +33.2% | +17.5% | +15.7% | +16.1% |
| 3Y | +50.8% | +76.9% | -26.1% | -8.7% |
| 5Y | +82.1% | +83.6% | -1.4% | +5.2% |
| All | +186.3% | +322.5% | -136.1% | -23.5% |
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