+622.8%
GCV vs SPY
+2,556.6%
-1,933.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | -0.7% | +0.1% | -0.8% | -0.7% |
| 30D | -2.1% | +0.1% | -2.2% | -2.2% |
| 3M | -0.8% | +2.0% | -2.8% | -1.9% |
| 6M | +7.7% | +13.0% | -5.3% | +1.0% |
| YTD | +16.0% | +13.5% | +2.4% | +8.5% |
| 1Y | +24.6% | +20.0% | +4.6% | +13.2% |
| 3Y | +62.4% | +77.2% | -14.8% | +19.2% |
| 5Y | +19.4% | +81.9% | -62.5% | -14.6% |
| 10Y | +150.2% | +314.1% | -163.9% | +17.0% |
| All | +622.8% | +2,556.6% | -1,933.8% | +62.2% |
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