+97.1%
GPI vs SPY
+82.0%
+15.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.4% | +6.2% | +6.1% |
| 7D | +14.2% | +0.1% | +14.1% | +14.1% |
| 30D | +8.6% | +0.1% | +8.5% | +8.5% |
| 3M | -1.3% | +2.0% | -3.3% | -3.7% |
| 6M | -7.6% | +13.0% | -20.6% | -18.5% |
| YTD | -23.1% | +13.5% | -36.7% | -32.5% |
| 1Y | -36.9% | +20.0% | -56.9% | -47.7% |
| 3Y | +13.0% | +77.2% | -64.2% | -37.4% |
| All | +97.1% | +82.0% | +15.1% | +5.8% |
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 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