+8.9%
GPK vs SPY
+304.1%
-295.2%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.1% | +3.1% |
| 7D | -1.5% | -0.6% | -0.9% | -1.2% |
| 30D | +33.4% | -3.7% | +37.1% | +37.0% |
| 3M | -5.4% | -2.7% | -2.6% | -3.6% |
| 6M | +7.1% | +2.2% | +4.9% | +5.0% |
| YTD | -23.5% | +10.8% | -34.4% | -29.5% |
| 1Y | -28.1% | +11.2% | -39.3% | -33.9% |
| 3Y | -44.6% | +76.5% | -121.1% | -65.3% |
| 5Y | -39.0% | +72.9% | -111.9% | -61.5% |
| 10Y | +8.9% | +304.8% | -295.9% | -70.2% |
| All | +8.9% | +304.1% | -295.2% | -70.2% |
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