-72.1%
GP vs SPY
+14.6%
-86.8%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.5% | +1.7% | -24.1% | -26.0% |
| 7D | -49.2% | -0.7% | -48.5% | -48.4% |
| 30D | -76.5% | -1.0% | -75.5% | -76.0% |
| 3M | -91.2% | -0.3% | -90.9% | -91.2% |
| 6M | -86.7% | +7.3% | -94.0% | -88.8% |
| YTD | -15.3% | +13.3% | -28.6% | -32.6% |
| 1Y | -72.1% | +14.8% | -86.9% | -78.7% |
| All | -72.1% | +14.6% | -86.8% | -78.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling