-28.1%
GPK vs SPY
+11.9%
-40.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.1% | +3.1% |
| 7D | -1.5% | -0.6% | -0.9% | -1.1% |
| 30D | +33.4% | -3.7% | +37.1% | +37.7% |
| 3M | -5.4% | -2.7% | -2.6% | -3.3% |
| 6M | +7.1% | +2.2% | +4.9% | +3.8% |
| YTD | -23.5% | +10.8% | -34.4% | -31.7% |
| 1Y | -28.1% | +11.2% | -39.3% | -35.9% |
| All | -28.1% | +11.9% | -40.0% | -35.9% |
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 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