+72.4%
GPC vs SPY
+307.0%
-234.6%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.7% |
| 7D | +0.4% | +2.6% | -2.2% | -1.8% |
| 30D | -6.3% | -2.0% | -4.3% | -4.9% |
| 3M | -8.2% | -2.8% | -5.4% | -6.2% |
| 6M | +27.1% | +2.1% | +25.0% | +24.1% |
| YTD | +3.1% | +11.5% | -8.4% | -6.9% |
| 1Y | +0.1% | +13.5% | -13.4% | -11.1% |
| 3Y | +0.2% | +77.7% | -77.5% | -42.1% |
| 5Y | +4.9% | +72.6% | -67.7% | -38.1% |
| All | +72.4% | +307.0% | -234.6% | -59.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling