+82.1%
GPCR vs SPY
+95.7%
-13.6%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +19.1% |
| 6M | -25.0% | +13.0% | -38.0% | -32.6% |
| YTD | -31.9% | +13.5% | -45.5% | -39.0% |
| 1Y | +139.6% | +20.0% | +119.6% | +104.6% |
| 3Y | +61.2% | +77.2% | -16.0% | +1.1% |
| All | +82.1% | +95.7% | -13.6% | +4.5% |
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