+428.5%
GPI vs SPY
+312.5%
+116.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.6% | +2.7% |
| 7D | +4.1% | -0.4% | +4.5% | +4.5% |
| 30D | +8.7% | -1.4% | +10.1% | +10.5% |
| 3M | -12.2% | +3.7% | -15.9% | -16.4% |
| 6M | -9.2% | +13.0% | -22.2% | -22.1% |
| YTD | -26.4% | +12.4% | -38.8% | -36.5% |
| 1Y | -39.0% | +18.5% | -57.5% | -50.7% |
| 3Y | +11.6% | +77.6% | -66.0% | -45.6% |
| 5Y | +86.6% | +81.7% | +4.9% | -12.0% |
| 10Y | +428.5% | +319.7% | +108.8% | -10.2% |
| All | +428.5% | +312.5% | +116.0% | -10.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling