+73.5%
GPIX vs SPY
+83.5%
-10.0%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.4% | +0.3% | -0.3% |
| 7D | -5.1% | -4.7% | -0.4% | -1.0% |
| 30D | -5.7% | -5.9% | +0.2% | -0.6% |
| 3M | -4.6% | -4.5% | -0.1% | -0.7% |
| 6M | +1.2% | +1.8% | -0.5% | -0.4% |
| YTD | +7.4% | +8.3% | -0.9% | 0.0% |
| 1Y | +9.0% | +9.3% | -0.4% | +0.7% |
| 3Y | +64.4% | +74.9% | -10.5% | +1.1% |
| All | +73.5% | +83.5% | -10.0% | +1.4% |
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