+66.9%
YGLD vs SPY
+28.2%
+38.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.6% | -3.3% | -3.5% |
| 7D | -7.2% | -2.0% | -5.2% | -5.8% |
| 30D | -4.7% | -1.7% | -3.1% | -3.5% |
| 3M | +5.9% | +4.7% | +1.2% | +2.8% |
| 6M | -30.3% | +12.5% | -42.8% | -35.0% |
| YTD | -13.3% | +11.7% | -25.0% | -18.8% |
| 1Y | +6.3% | +17.5% | -11.2% | -2.8% |
| All | +66.9% | +28.2% | +38.7% | +47.7% |
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