+82.3%
GPK vs SPY
+3,027.0%
-2,944.7%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.4% | -5.5% | -5.7% |
| 7D | +16.2% | +0.1% | +16.1% | +15.8% |
| 30D | +29.8% | -3.3% | +33.1% | +34.2% |
| 3M | -9.4% | -2.4% | -6.9% | -7.4% |
| 6M | +4.2% | +2.6% | +1.7% | +0.8% |
| YTD | -25.6% | +11.2% | -36.8% | -34.1% |
| 1Y | -31.3% | +13.4% | -44.7% | -40.6% |
| 3Y | -45.6% | +79.9% | -125.5% | -72.7% |
| 5Y | -41.5% | +72.2% | -113.6% | -70.0% |
| 10Y | +6.5% | +307.3% | -300.9% | -81.4% |
| All | +82.3% | +3,027.0% | -2,944.7% | -90.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling