+65.8%
GPGI vs SPY
+82.3%
-16.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.9% | +2.2% | +2.3% |
| 7D | -2.4% | -0.8% | -1.7% | -1.7% |
| 30D | +0.2% | -1.1% | +1.2% | +1.2% |
| 3M | +9.4% | +3.9% | +5.5% | +6.3% |
| 6M | -32.6% | +13.6% | -46.2% | -38.9% |
| YTD | -31.0% | +12.7% | -43.6% | -37.0% |
| 1Y | -30.8% | +17.5% | -48.3% | -38.7% |
| 3Y | +170.2% | +76.9% | +93.3% | +84.2% |
| All | +65.8% | +82.3% | -16.4% | +9.1% |
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