-98.2%
GP vs SPY
+75.1%
-173.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.3% | -5.2% | -5.2% |
| 7D | -46.4% | -2.7% | -43.7% | -44.9% |
| 30D | -68.4% | -5.4% | -63.0% | -66.3% |
| 3M | -92.1% | -4.1% | -88.0% | -91.7% |
| 6M | -88.4% | +0.7% | -89.1% | -88.5% |
| YTD | -25.1% | +8.7% | -33.8% | -30.5% |
| 1Y | -66.2% | +10.9% | -77.1% | -69.3% |
| 3Y | -98.2% | +75.0% | -173.2% | -98.7% |
| All | -98.2% | +75.1% | -173.3% | -98.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling