-94.3%
GCL vs SPY
+80.7%
-175.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.5% | -2.7% |
| 7D | +12.7% | -0.4% | +13.0% | +13.0% |
| 30D | +2.4% | -1.4% | +3.8% | +3.2% |
| 3M | +33.3% | +3.7% | +29.6% | +31.1% |
| 6M | -21.1% | +13.0% | -34.1% | -24.9% |
| YTD | -47.7% | +12.4% | -60.1% | -50.0% |
| 1Y | -81.6% | +18.5% | -100.1% | -82.6% |
| 3Y | -94.7% | +77.6% | -172.4% | -95.2% |
| All | -94.3% | +80.7% | -175.1% | -94.8% |
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 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