+150.2%
GPOR vs SPY
+82.0%
+68.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.1% |
| 7D | +1.7% | +0.1% | +1.6% | +1.6% |
| 30D | +14.9% | +0.1% | +14.9% | +14.8% |
| 3M | +4.9% | +2.0% | +2.9% | +3.1% |
| 6M | -14.5% | +13.0% | -27.5% | -22.5% |
| YTD | -13.7% | +13.5% | -27.3% | -22.4% |
| 1Y | +2.2% | +20.0% | -17.8% | -12.0% |
| 3Y | +45.3% | +77.2% | -31.9% | -7.5% |
| All | +150.2% | +82.0% | +68.1% | +61.9% |
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