-35.0%
GYRE vs SPY
+81.0%
-116.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.5% |
| 7D | +9.3% | -0.4% | +9.6% | +9.7% |
| 30D | +3.4% | -1.4% | +4.8% | +5.1% |
| 3M | +13.4% | +3.7% | +9.7% | +8.4% |
| 6M | -14.8% | +13.0% | -27.8% | -26.5% |
| YTD | -1.6% | +12.4% | -14.0% | -14.4% |
| 1Y | -9.4% | +18.5% | -27.9% | -26.3% |
| 3Y | -5.4% | +77.6% | -83.1% | -48.4% |
| 5Y | -35.0% | +81.7% | -116.7% | -68.0% |
| All | -35.0% | +81.0% | -116.0% | -68.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling