-87.9%
GPMT vs SPY
+82.3%
-170.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -4.9% | -5.0% |
| 7D | -9.5% | -0.8% | -8.8% | -8.8% |
| 30D | -22.9% | -1.1% | -21.8% | -21.9% |
| 3M | -32.9% | +3.9% | -36.7% | -35.7% |
| 6M | -38.5% | +13.6% | -52.1% | -46.9% |
| YTD | -58.0% | +12.7% | -70.7% | -63.3% |
| 1Y | -65.2% | +17.5% | -82.7% | -71.1% |
| 3Y | -76.4% | +76.9% | -153.3% | -87.3% |
| All | -87.9% | +82.3% | -170.2% | -93.9% |
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 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