-87.5%
GPMT vs SPY
+259.7%
-347.2%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.3% |
| 7D | -2.9% | -0.4% | -2.6% | -2.3% |
| 30D | -19.4% | -1.4% | -18.0% | -17.6% |
| 3M | -28.7% | +3.7% | -32.4% | -32.5% |
| 6M | -37.7% | +13.0% | -50.7% | -48.3% |
| YTD | -55.4% | +12.4% | -67.8% | -62.6% |
| 1Y | -63.3% | +18.5% | -81.8% | -71.7% |
| 3Y | -74.8% | +77.6% | -152.4% | -89.4% |
| 5Y | -87.3% | +81.7% | -168.9% | -95.0% |
| All | -87.5% | +259.7% | -347.2% | -98.0% |
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