+55.3%
GPCR vs SPY
+94.6%
-39.3%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -0.5% | -14.2% | -14.2% |
| 7D | -14.3% | +0.5% | -14.9% | -14.7% |
| 30D | -24.0% | -0.9% | -23.1% | -23.3% |
| 3M | +6.9% | +3.9% | +3.0% | +3.5% |
| 6M | -30.1% | +14.5% | -44.6% | -37.7% |
| YTD | -41.9% | +12.9% | -54.9% | -47.7% |
| 1Y | +93.6% | +19.4% | +74.2% | +66.3% |
| 3Y | +43.9% | +78.5% | -34.6% | -10.9% |
| All | +55.3% | +94.6% | -39.3% | -10.4% |
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