+5.0%
GPC vs SPY
+67.4%
-62.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.5% |
| 7D | +1.6% | -2.7% | +4.3% | +3.4% |
| 30D | -2.1% | -5.4% | +3.3% | +1.5% |
| 3M | -6.8% | -4.1% | -2.7% | -4.3% |
| 6M | +18.6% | +0.7% | +17.9% | +17.5% |
| YTD | +2.7% | +8.7% | -6.0% | -3.6% |
| 1Y | +1.8% | +10.9% | -9.1% | -5.8% |
| 3Y | +1.1% | +75.0% | -73.9% | -34.1% |
| All | +5.0% | +67.4% | -62.4% | -28.3% |
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 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