+34.6%
GCC vs SPY
+704.1%
-669.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +2.0% | +0.1% | +1.9% | +2.0% |
| 30D | +9.8% | +0.1% | +9.7% | +9.8% |
| 3M | +7.5% | +2.0% | +5.5% | +6.8% |
| 6M | +14.0% | +13.0% | +1.0% | +9.7% |
| YTD | +26.1% | +13.5% | +12.6% | +21.3% |
| 1Y | +37.8% | +20.0% | +17.8% | +30.3% |
| 3Y | +68.0% | +77.2% | -9.2% | +40.5% |
| 5Y | +85.7% | +81.9% | +3.8% | +52.7% |
| 10Y | +112.3% | +314.1% | -201.8% | +32.6% |
| All | +34.6% | +704.1% | -669.5% | -39.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling