+1,437.7%
GPC vs SPY
+2,954.7%
-1,517.0%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.6% |
| 7D | +1.6% | -2.7% | +4.3% | +3.6% |
| 30D | -2.1% | -5.4% | +3.3% | +1.9% |
| 3M | -6.8% | -4.1% | -2.7% | -4.0% |
| 6M | +18.6% | +0.7% | +17.9% | +17.4% |
| YTD | +2.7% | +8.7% | -6.0% | -4.1% |
| 1Y | +1.8% | +10.9% | -9.1% | -6.5% |
| 3Y | +1.1% | +75.0% | -73.9% | -35.2% |
| 5Y | +4.1% | +67.8% | -63.7% | -31.5% |
| 10Y | +88.2% | +312.9% | -224.6% | -35.7% |
| All | +1,437.7% | +2,954.7% | -1,517.0% | +25.2% |
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 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