+28.4%
GPJA vs SPY
+216.5%
-188.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -1.0% |
| 7D | -2.8% | +3.3% | -6.1% | -3.8% |
| 30D | -5.7% | -2.7% | -3.1% | -5.0% |
| 3M | -11.6% | -1.7% | -9.9% | -11.2% |
| 6M | -18.0% | +3.1% | -21.1% | -18.9% |
| YTD | -16.5% | +11.9% | -28.4% | -19.5% |
| 1Y | -18.1% | +12.0% | -30.1% | -21.0% |
| 3Y | -6.7% | +78.2% | -84.9% | -23.0% |
| 5Y | -9.8% | +73.2% | -83.0% | -25.5% |
| All | +28.4% | +216.5% | -188.1% | -15.9% |
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