+34.6%
GPI vs SPY
+67.4%
-32.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.2% |
| 7D | +0.2% | -2.7% | +2.9% | +2.7% |
| 30D | +12.4% | -5.4% | +17.8% | +17.9% |
| 3M | -3.3% | -4.1% | +0.8% | +0.2% |
| 6M | -23.7% | +0.7% | -24.4% | -25.0% |
| YTD | -33.2% | +8.7% | -41.9% | -39.1% |
| 1Y | -31.6% | +10.9% | -42.5% | -39.0% |
| 3Y | -3.1% | +75.0% | -78.1% | -46.2% |
| All | +34.6% | +67.4% | -32.7% | -23.6% |
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