-99.7%
GP vs SPY
+74.7%
-174.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -3.0% |
| 7D | -32.2% | -0.9% | -31.3% | -31.5% |
| 30D | -73.3% | -2.4% | -71.0% | -72.5% |
| 3M | -94.1% | -1.2% | -93.0% | -94.1% |
| 6M | -91.9% | +3.3% | -95.1% | -92.3% |
| YTD | -42.6% | +12.3% | -54.9% | -51.3% |
| 1Y | -72.0% | +12.4% | -84.4% | -76.3% |
| 3Y | -98.7% | +78.8% | -177.5% | -99.5% |
| All | -99.7% | +74.7% | -174.4% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling