+151.0%
GUT vs SPY
+312.5%
-161.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.8% |
| 7D | +0.2% | -0.4% | +0.5% | +0.3% |
| 30D | +3.6% | -1.4% | +5.0% | +4.3% |
| 3M | +6.9% | +3.7% | +3.2% | +4.8% |
| 6M | +14.3% | +13.0% | +1.3% | +7.1% |
| YTD | +16.1% | +12.4% | +3.7% | +9.1% |
| 1Y | +21.1% | +18.5% | +2.5% | +10.5% |
| 3Y | +36.9% | +77.6% | -40.8% | -0.3% |
| 5Y | +32.9% | +81.7% | -48.8% | -6.0% |
| 10Y | +151.0% | +319.7% | -168.6% | +12.7% |
| All | +151.0% | +312.5% | -161.5% | +12.7% |
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