+119.5%
GCV vs SPY
+315.0%
-195.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.4% | -0.2% | +0.7% |
| 7D | -2.3% | +0.1% | -2.4% | -2.4% |
| 30D | -6.8% | -3.3% | -3.5% | -4.8% |
| 3M | -16.3% | -2.4% | -13.9% | -15.0% |
| 6M | -11.8% | +2.6% | -14.4% | -13.2% |
| YTD | +0.1% | +11.2% | -11.2% | -6.3% |
| 1Y | +0.8% | +13.4% | -12.6% | -6.8% |
| 3Y | +54.6% | +79.9% | -25.3% | +5.6% |
| 5Y | +0.7% | +72.2% | -71.5% | -30.0% |
| 10Y | +119.5% | +307.3% | -187.9% | -14.2% |
| All | +119.5% | +315.0% | -195.6% | -14.2% |
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