+115.2%
GCC vs SPY
+318.9%
-203.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | +1.5% | -2.0% | +3.5% | +2.0% |
| 30D | +7.9% | -1.7% | +9.6% | +8.4% |
| 3M | +13.6% | +4.7% | +8.8% | +12.1% |
| 6M | +12.7% | +12.5% | +0.2% | +9.0% |
| YTD | +28.3% | +11.7% | +16.6% | +24.4% |
| 1Y | +38.7% | +17.5% | +21.2% | +32.6% |
| 3Y | +71.6% | +76.6% | -5.0% | +46.7% |
| 5Y | +90.4% | +82.0% | +8.4% | +60.2% |
| All | +115.2% | +318.9% | -203.7% | +50.5% |
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