+2,450.9%
GPI vs SPY
+1,234.3%
+1,216.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.3% |
| 7D | +0.2% | -2.7% | +2.9% | +3.2% |
| 30D | +12.4% | -5.4% | +17.8% | +19.1% |
| 3M | -3.3% | -4.1% | +0.8% | +0.9% |
| 6M | -23.7% | +0.7% | -24.4% | -25.3% |
| YTD | -33.2% | +8.7% | -41.9% | -40.1% |
| 1Y | -31.6% | +10.9% | -42.5% | -40.2% |
| 3Y | -3.1% | +75.0% | -78.1% | -50.1% |
| 5Y | +37.1% | +67.8% | -30.7% | -26.0% |
| 10Y | +397.8% | +312.9% | +85.0% | +2.2% |
| All | +2,450.9% | +1,234.3% | +1,216.6% | +53.1% |
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