+87.2%
GPC vs SPY
+315.0%
-227.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.4% | 0.0% | +0.3% |
| 7D | +0.8% | +0.1% | +0.8% | +0.7% |
| 30D | -1.1% | -3.3% | +2.2% | +1.6% |
| 3M | -6.6% | -2.4% | -4.2% | -4.9% |
| 6M | +22.2% | +2.6% | +19.7% | +18.9% |
| YTD | +5.1% | +11.2% | -6.2% | -5.0% |
| 1Y | +2.8% | +13.4% | -10.6% | -8.7% |
| 3Y | +2.4% | +79.9% | -77.5% | -41.5% |
| 5Y | +7.8% | +72.2% | -64.4% | -36.2% |
| 10Y | +87.2% | +307.3% | -220.1% | -55.2% |
| All | +87.2% | +315.0% | -227.8% | -55.2% |
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 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