-41.5%
GPK vs SPY
+71.5%
-112.9%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.4% | -5.5% | -4.7% |
| 7D | +16.2% | +0.1% | +16.1% | +16.0% |
| 30D | +29.8% | -3.3% | +33.1% | +32.6% |
| 3M | -9.4% | -2.4% | -6.9% | -8.1% |
| 6M | +4.2% | +2.6% | +1.7% | +2.2% |
| YTD | -25.6% | +11.2% | -36.8% | -30.9% |
| 1Y | -31.3% | +13.4% | -44.7% | -37.0% |
| 3Y | -45.6% | +79.9% | -125.5% | -64.3% |
| 5Y | -41.5% | +72.2% | -113.6% | -61.2% |
| All | -41.5% | +71.5% | -112.9% | -61.2% |
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 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