-46.6%
GPK vs SPY
+81.8%
-128.3%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.5% | -4.6% | -4.8% |
| 7D | -8.8% | +0.5% | -9.4% | -9.2% |
| 30D | -18.3% | -0.9% | -17.3% | -17.7% |
| 3M | -5.0% | +3.9% | -8.9% | -7.5% |
| 6M | -9.9% | +14.5% | -24.5% | -17.9% |
| YTD | -32.9% | +12.9% | -45.8% | -38.1% |
| 1Y | -51.4% | +19.4% | -70.8% | -57.0% |
| 3Y | -52.2% | +78.5% | -130.7% | -68.5% |
| 5Y | -46.6% | +81.8% | -128.3% | -66.0% |
| All | -46.6% | +81.8% | -128.3% | -66.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling