+624.2%
GUT vs SPY
+739.1%
-114.9%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.4% |
| 7D | -0.8% | -2.7% | +2.0% | +0.4% |
| 30D | -9.3% | -5.4% | -3.9% | -7.1% |
| 3M | -13.3% | -4.1% | -9.2% | -11.8% |
| 6M | -10.3% | +0.7% | -11.0% | -10.8% |
| YTD | -5.3% | +8.7% | -13.9% | -9.1% |
| 1Y | -4.2% | +10.9% | -15.0% | -9.0% |
| 3Y | +25.6% | +75.0% | -49.4% | -4.1% |
| 5Y | +6.6% | +67.8% | -61.2% | -18.1% |
| 10Y | +104.5% | +312.9% | -208.4% | +2.9% |
| All | +624.2% | +739.1% | -114.9% | +128.1% |
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