-25.0%
GPCR vs SPY
+13.6%
-38.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.5% |
| 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% | +18.7% |
| 6M | -25.0% | +13.0% | -38.0% | -37.3% |
| All | -25.0% | +13.6% | -38.6% | -37.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling