+91.1%
GCC vs SPY
+81.0%
+10.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | +2.1% | -0.4% | +2.5% | +2.2% |
| 30D | +7.7% | -1.4% | +9.1% | +8.1% |
| 3M | +13.2% | +3.7% | +9.5% | +12.1% |
| 6M | +14.3% | +13.0% | +1.3% | +10.8% |
| YTD | +28.2% | +12.4% | +15.8% | +24.5% |
| 1Y | +39.7% | +18.5% | +21.1% | +33.8% |
| 3Y | +71.5% | +77.6% | -6.1% | +49.2% |
| 5Y | +91.1% | +81.7% | +9.4% | +64.8% |
| All | +91.1% | +81.0% | +10.1% | +64.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling