+70.9%
YGLD vs SPY
+29.6%
+41.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.6% | -2.8% |
| 7D | +1.6% | +0.5% | +1.0% | +1.2% |
| 30D | -1.3% | -0.9% | -0.4% | -0.6% |
| 3M | -0.3% | +3.9% | -4.2% | -2.8% |
| 6M | -28.3% | +14.5% | -42.8% | -33.9% |
| YTD | -11.2% | +12.9% | -24.1% | -17.5% |
| 1Y | +9.5% | +19.4% | -9.9% | -0.9% |
| All | +70.9% | +29.6% | +41.3% | +50.1% |
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