+38.7%
GCC vs SPY
+17.2%
+21.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | +1.5% | -2.0% | +3.5% | +2.1% |
| 30D | +7.9% | -1.7% | +9.6% | +8.4% |
| 3M | +13.6% | +4.7% | +8.8% | +11.7% |
| 6M | +12.7% | +12.5% | +0.2% | +8.9% |
| YTD | +28.3% | +11.7% | +16.6% | +24.4% |
| 1Y | +38.7% | +17.5% | +21.2% | +33.0% |
| All | +38.7% | +17.2% | +21.4% | +33.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling