+523.7%
GCV vs SPY
+2,502.7%
-1,979.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.4% | -0.2% | +0.9% |
| 7D | -2.3% | +0.1% | -2.4% | -2.3% |
| 30D | -6.8% | -3.3% | -3.5% | -5.1% |
| 3M | -16.3% | -2.4% | -13.9% | -15.2% |
| 6M | -11.8% | +2.6% | -14.4% | -13.0% |
| YTD | +0.1% | +11.2% | -11.2% | -5.4% |
| 1Y | +0.8% | +13.4% | -12.6% | -5.7% |
| 3Y | +54.6% | +79.9% | -25.3% | +12.5% |
| 5Y | +0.7% | +72.2% | -71.5% | -25.9% |
| 10Y | +119.5% | +307.3% | -187.9% | +3.6% |
| All | +523.7% | +2,502.7% | -1,979.0% | +41.5% |
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