-16.4%
GPCR vs SPY
+91.0%
-107.4%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.8% |
| 7D | +6.8% | -0.6% | +7.4% | +7.5% |
| 30D | -14.9% | -3.7% | -11.2% | -11.9% |
| 3M | -59.6% | -2.7% | -56.9% | -58.5% |
| 6M | -44.4% | +2.2% | -46.6% | -45.2% |
| YTD | -68.8% | +10.8% | -79.6% | -71.3% |
| 1Y | -35.9% | +11.2% | -47.1% | -41.3% |
| 3Y | -60.4% | +76.5% | -136.9% | -75.5% |
| All | -16.4% | +91.0% | -107.4% | -50.8% |
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