-40.0%
GCO vs SPY
+82.3%
-122.3%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.9% | +4.6% | +4.2% |
| 7D | -1.9% | -0.8% | -1.2% | -0.7% |
| 30D | -0.1% | -1.1% | +0.9% | +1.5% |
| 3M | -17.8% | +3.9% | -21.7% | -22.6% |
| 6M | +36.3% | +13.6% | +22.7% | +12.8% |
| YTD | +41.8% | +12.7% | +29.1% | +19.1% |
| 1Y | +3.8% | +17.5% | -13.7% | -17.9% |
| 3Y | +16.6% | +76.9% | -60.3% | -44.4% |
| All | -40.0% | +82.3% | -122.3% | -72.3% |
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 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