-83.1%
GCL vs SPY
+20.8%
-104.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -0.4% | -9.5% | -9.0% |
| 7D | -21.4% | +0.1% | -21.5% | -21.2% |
| 30D | +8.0% | +0.1% | +7.9% | +8.0% |
| 3M | +14.9% | +2.0% | +12.9% | +11.0% |
| 6M | +1.7% | +13.0% | -11.3% | -18.5% |
| YTD | -49.5% | +13.5% | -63.1% | -59.9% |
| 1Y | -83.1% | +20.0% | -103.1% | -86.3% |
| All | -83.1% | +20.8% | -104.0% | -86.3% |
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