-99.7%
GP vs SPY
+128.3%
-228.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -4.4% | -2.7% | -0.2% |
| 7D | -48.4% | -4.7% | -43.7% | -44.5% |
| 30D | -68.0% | -5.9% | -62.1% | -64.8% |
| 3M | -91.8% | -4.5% | -87.2% | -91.2% |
| 6M | -88.0% | +1.8% | -89.7% | -88.3% |
| YTD | -21.3% | +8.3% | -29.6% | -30.0% |
| 1Y | -75.0% | +9.3% | -84.4% | -78.1% |
| 3Y | -98.0% | +74.9% | -172.8% | -99.2% |
| 5Y | -99.6% | +67.3% | -166.8% | -99.8% |
| All | -99.7% | +128.3% | -228.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling