-48.4%
GPK vs SPY
+20.8%
-69.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.2% |
| 7D | -9.8% | +0.1% | -9.9% | -9.9% |
| 30D | -12.4% | +0.1% | -12.4% | -12.4% |
| 3M | -1.0% | +2.0% | -2.9% | -2.6% |
| 6M | -4.8% | +13.0% | -17.8% | -14.9% |
| YTD | -29.2% | +13.5% | -42.8% | -36.5% |
| 1Y | -48.4% | +20.0% | -68.3% | -54.6% |
| All | -48.4% | +20.8% | -69.2% | -54.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling