-99.6%
GYRE vs SPY
+762.8%
-862.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.5% | +5.1% | +5.3% |
| 7D | +10.8% | +0.5% | +10.3% | +9.9% |
| 30D | +7.5% | -0.9% | +8.4% | +8.8% |
| 3M | +18.5% | +3.9% | +14.6% | +12.1% |
| 6M | -7.0% | +14.5% | -21.5% | -23.4% |
| YTD | +1.6% | +12.9% | -11.4% | -14.5% |
| 1Y | -9.1% | +19.4% | -28.5% | -29.6% |
| 3Y | -2.4% | +78.5% | -80.9% | -56.2% |
| 5Y | -30.9% | +81.8% | -112.6% | -71.9% |
| 10Y | -83.1% | +311.5% | -394.6% | -98.1% |
| All | -99.6% | +762.8% | -862.4% | -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