+782.3%
GUT vs SPY
+771.9%
+10.4%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | +1.2% | +0.5% | +0.7% | +1.0% |
| 30D | +5.5% | -0.9% | +6.4% | +5.9% |
| 3M | +6.4% | +3.9% | +2.5% | +4.5% |
| 6M | +13.2% | +14.5% | -1.3% | +6.2% |
| YTD | +15.4% | +12.9% | +2.5% | +9.0% |
| 1Y | +20.5% | +19.4% | +1.2% | +10.8% |
| 3Y | +36.0% | +78.5% | -42.4% | +3.1% |
| 5Y | +31.6% | +81.8% | -50.1% | -2.5% |
| 10Y | +145.4% | +311.5% | -166.1% | +23.7% |
| All | +782.3% | +771.9% | +10.4% | +173.6% |
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