-99.7%
GYRE vs SPY
+751.9%
-851.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.8% |
| 7D | -9.5% | +2.6% | -12.0% | -12.9% |
| 30D | -33.4% | -2.0% | -31.4% | -30.6% |
| 3M | -34.1% | -2.8% | -31.3% | -30.5% |
| 6M | -40.8% | +2.1% | -42.9% | -42.0% |
| YTD | -39.0% | +11.5% | -50.4% | -47.0% |
| 1Y | -46.7% | +13.5% | -60.1% | -54.8% |
| 3Y | -52.1% | +77.7% | -129.8% | -78.0% |
| 5Y | +3.3% | +72.6% | -69.4% | -53.5% |
| 10Y | -83.9% | +308.2% | -392.0% | -98.1% |
| All | -99.7% | +751.9% | -851.6% | -100.0% |
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 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