-16.5%
GPK vs SPY
+312.5%
-329.0%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.4% | -3.5% |
| 7D | -13.4% | -0.4% | -13.0% | -13.1% |
| 30D | -20.2% | -1.4% | -18.8% | -19.2% |
| 3M | -10.9% | +3.7% | -14.7% | -13.4% |
| 6M | -9.8% | +13.0% | -22.8% | -17.9% |
| YTD | -35.5% | +12.4% | -47.9% | -41.0% |
| 1Y | -52.1% | +18.5% | -70.6% | -58.1% |
| 3Y | -54.0% | +77.6% | -131.7% | -71.3% |
| 5Y | -48.0% | +81.7% | -129.7% | -68.5% |
| 10Y | -16.5% | +319.7% | -336.1% | -77.1% |
| All | -16.5% | +312.5% | -329.0% | -77.1% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling