-1.1%
GPI vs SPY
+78.1%
-79.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.4% |
| 7D | -0.4% | +2.6% | -3.0% | -2.4% |
| 30D | +13.9% | -2.0% | +15.9% | +15.5% |
| 3M | -0.9% | -2.8% | +1.9% | +1.2% |
| 6M | -20.3% | +2.1% | -22.5% | -22.3% |
| YTD | -33.5% | +11.5% | -45.0% | -40.2% |
| 1Y | -33.2% | +13.5% | -46.6% | -40.9% |
| 3Y | -1.1% | +77.7% | -78.8% | -57.8% |
| All | -1.1% | +78.1% | -79.2% | -57.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling