-98.6%
GP vs SPY
+79.4%
-178.0%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -2.5% |
| 7D | -32.2% | -0.9% | -31.3% | -31.6% |
| 30D | -73.3% | -2.4% | -71.0% | -72.6% |
| 3M | -94.1% | -1.2% | -93.0% | -94.0% |
| 6M | -91.9% | +3.3% | -95.1% | -92.1% |
| YTD | -42.5% | +12.3% | -54.8% | -48.9% |
| 1Y | -72.0% | +12.4% | -84.4% | -75.1% |
| All | -98.6% | +79.4% | -178.0% | -99.2% |
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 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