+418.0%
GURU vs SPY
+666.1%
-248.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | 0.0% |
| 7D | -1.8% | -0.8% | -1.1% | -1.0% |
| 30D | -1.9% | -1.1% | -0.8% | -0.8% |
| 3M | +3.8% | +3.9% | -0.1% | -0.2% |
| 6M | +15.2% | +13.6% | +1.6% | +1.0% |
| YTD | +10.5% | +12.7% | -2.2% | -2.3% |
| 1Y | +15.5% | +17.5% | -2.0% | -2.1% |
| 3Y | +84.2% | +76.9% | +7.3% | +2.1% |
| 5Y | +39.8% | +83.6% | -43.8% | -24.9% |
| 10Y | +217.0% | +320.7% | -103.7% | -27.9% |
| All | +418.0% | +666.1% | -248.1% | -33.3% |
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