-85.1%
GYRE vs SPY
+322.5%
-407.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -1.2% |
| 7D | -1.9% | -0.8% | -1.1% | -1.0% |
| 30D | +1.1% | -1.1% | +2.1% | +2.3% |
| 3M | +11.1% | +3.9% | +7.2% | +5.9% |
| 6M | -19.2% | +13.6% | -32.8% | -31.0% |
| YTD | -4.7% | +12.7% | -17.3% | -17.6% |
| 1Y | -17.1% | +17.5% | -34.6% | -32.2% |
| 3Y | -4.5% | +76.9% | -81.4% | -50.8% |
| 5Y | -40.7% | +83.6% | -124.3% | -72.2% |
| All | -85.1% | +322.5% | -407.5% | -98.6% |
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 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