-1.4%
GYRE vs SPY
+76.5%
-78.0%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.4% |
| 7D | +9.3% | -0.4% | +9.6% | +9.8% |
| 30D | +3.4% | -1.4% | +4.8% | +5.4% |
| 3M | +13.4% | +3.7% | +9.7% | +7.4% |
| 6M | -14.8% | +13.0% | -27.8% | -29.0% |
| YTD | -1.6% | +12.4% | -14.0% | -17.1% |
| 1Y | -9.4% | +18.5% | -27.9% | -29.9% |
| All | -1.4% | +76.5% | -78.0% | -39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling