-13.1%
GPK vs SPY
+314.4%
-327.6%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.5% | -4.6% | -4.7% |
| 7D | -8.8% | +0.5% | -9.4% | -9.2% |
| 30D | -18.3% | -0.9% | -17.3% | -17.6% |
| 3M | -5.0% | +3.9% | -8.9% | -7.8% |
| 6M | -9.9% | +14.5% | -24.5% | -18.9% |
| YTD | -32.9% | +12.9% | -45.8% | -38.8% |
| 1Y | -51.4% | +19.4% | -70.8% | -57.7% |
| 3Y | -52.2% | +78.5% | -130.7% | -70.2% |
| 5Y | -46.6% | +81.8% | -128.3% | -67.6% |
| All | -13.1% | +314.4% | -327.6% | -76.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling