+51.4%
GCV vs SPY
+75.1%
-23.7%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | -4.3% | -2.7% | -1.6% | -3.0% |
| 30D | -8.8% | -5.4% | -3.4% | -6.2% |
| 3M | -16.8% | -4.1% | -12.7% | -15.0% |
| 6M | -13.5% | +0.7% | -14.2% | -13.6% |
| YTD | -2.0% | +8.7% | -10.7% | -5.7% |
| 1Y | -2.3% | +10.9% | -13.1% | -6.7% |
| 3Y | +51.4% | +75.0% | -23.6% | +12.8% |
| All | +51.4% | +75.1% | -23.7% | +12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling