+510.7%
GCV vs SPY
+2,442.5%
-1,931.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.0% |
| 3M | -16.8% | -4.1% | -12.7% | -14.9% |
| 6M | -13.5% | +0.7% | -14.2% | -13.8% |
| YTD | -2.0% | +8.7% | -10.7% | -6.2% |
| 1Y | -2.3% | +10.9% | -13.1% | -7.4% |
| 3Y | +51.4% | +75.0% | -23.6% | +11.8% |
| 5Y | -1.1% | +67.8% | -68.9% | -26.2% |
| 10Y | +115.3% | +312.9% | -197.5% | +1.0% |
| All | +510.7% | +2,442.5% | -1,931.8% | +40.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling