+139.6%
GPCR vs SPY
+20.8%
+118.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | -0.1% | +0.1% | -0.2% | -0.2% |
| 30D | -6.3% | +0.1% | -6.4% | -6.3% |
| 3M | +21.2% | +2.0% | +19.2% | +19.3% |
| 6M | -25.0% | +13.0% | -38.0% | -34.0% |
| YTD | -31.9% | +13.5% | -45.5% | -39.9% |
| 1Y | +139.6% | +20.0% | +119.6% | +119.9% |
| All | +139.6% | +20.8% | +118.7% | +119.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling