+2,520.3%
GPI vs SPY
+1,265.9%
+1,254.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.4% | +0.4% | +0.1% |
| 7D | -0.5% | +0.1% | -0.6% | -0.7% |
| 30D | +15.7% | -3.3% | +19.0% | +19.8% |
| 3M | +1.0% | -2.4% | +3.4% | +3.3% |
| 6M | -24.7% | +2.6% | -27.3% | -27.7% |
| YTD | -31.4% | +11.2% | -42.6% | -40.1% |
| 1Y | -30.9% | +13.4% | -44.2% | -41.0% |
| 3Y | +3.6% | +79.9% | -76.3% | -48.3% |
| 5Y | +37.0% | +72.2% | -35.2% | -28.2% |
| 10Y | +389.3% | +307.3% | +82.0% | +1.9% |
| All | +2,520.3% | +1,265.9% | +1,254.4% | +53.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling