+354.1%
GCBC vs SPY
+315.0%
+39.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | -0.8% |
| 7D | -0.5% | +0.1% | -0.5% | -0.6% |
| 30D | +8.2% | -3.3% | +11.6% | +10.5% |
| 3M | +5.7% | -2.4% | +8.1% | +7.2% |
| 6M | +53.7% | +2.6% | +51.2% | +50.5% |
| YTD | +65.7% | +11.2% | +54.5% | +53.2% |
| 1Y | +64.8% | +13.4% | +51.4% | +50.4% |
| 3Y | +54.3% | +79.9% | -25.6% | +3.6% |
| 5Y | +118.3% | +72.2% | +46.1% | +49.7% |
| 10Y | +354.1% | +307.3% | +46.7% | +129.1% |
| All | +354.1% | +315.0% | +39.0% | +129.1% |
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