+42.7%
GAPR vs SPY
+90.1%
-47.4%
-9.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | -0.2% | -0.6% | +0.4% | +0.1% |
| 30D | -1.2% | -3.7% | +2.5% | +0.3% |
| 3M | +0.1% | -2.7% | +2.9% | +1.2% |
| 6M | +2.9% | +2.2% | +0.7% | +1.9% |
| YTD | +6.1% | +10.8% | -4.7% | +1.4% |
| 1Y | +7.4% | +11.2% | -3.9% | +2.4% |
| 3Y | +35.3% | +76.5% | -41.2% | +2.8% |
| All | +42.7% | +90.1% | -47.4% | +4.1% |
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 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