-38.3%
GPGI vs SPY
+9.8%
-48.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -4.4% | +11.0% | +15.0% |
| 7D | +17.4% | -4.7% | +22.1% | +27.8% |
| 30D | +3.4% | -5.9% | +9.3% | +16.0% |
| 3M | -10.5% | -4.5% | -5.9% | -2.8% |
| 6M | -18.3% | +1.8% | -20.1% | -22.3% |
| YTD | -29.3% | +8.3% | -37.6% | -40.9% |
| 1Y | -38.3% | +9.3% | -47.6% | -49.5% |
| All | -38.3% | +9.8% | -48.0% | -49.5% |
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 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