-25.0%
GP vs SPY
+11.8%
-36.8%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +174.6% | -0.4% | +174.9% | +175.0% |
| 7D | +100.3% | +3.3% | +97.0% | +86.9% |
| 30D | -23.8% | -2.7% | -21.2% | -19.5% |
| 3M | -84.5% | -1.7% | -82.8% | -84.1% |
| 6M | -77.6% | +3.1% | -80.7% | -79.2% |
| YTD | +57.7% | +11.9% | +45.8% | +34.1% |
| 1Y | -25.0% | +12.0% | -37.0% | -36.0% |
| All | -25.0% | +11.8% | -36.8% | -36.0% |
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