+94.0%
GPCR vs SPY
+18.8%
+75.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.5% |
| 7D | -13.7% | -0.4% | -13.4% | -13.4% |
| 30D | -23.4% | -1.4% | -22.0% | -22.3% |
| 3M | 0.0% | +3.7% | -3.8% | -3.3% |
| 6M | -27.0% | +13.0% | -40.0% | -35.9% |
| YTD | -40.7% | +12.4% | -53.1% | -47.4% |
| 1Y | +94.0% | +18.5% | +75.5% | +63.0% |
| All | +94.0% | +18.8% | +75.2% | +63.0% |
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