-76.4%
GPMT vs SPY
+77.0%
-153.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -4.9% | -5.2% |
| 7D | -9.5% | -0.8% | -8.8% | -8.6% |
| 30D | -22.9% | -1.1% | -21.8% | -21.7% |
| 3M | -32.9% | +3.9% | -36.7% | -36.1% |
| 6M | -38.5% | +13.6% | -52.1% | -48.1% |
| YTD | -58.0% | +12.7% | -70.7% | -64.0% |
| 1Y | -65.2% | +17.5% | -82.7% | -71.9% |
| 3Y | -76.4% | +76.9% | -153.3% | -90.6% |
| All | -76.4% | +77.0% | -153.4% | -90.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling