+105.2%
GPOR vs SPY
+72.1%
+33.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.1% |
| 7D | +9.7% | +2.6% | +7.2% | +7.8% |
| 30D | -0.6% | -2.0% | +1.4% | +0.6% |
| 3M | -3.2% | -2.8% | -0.4% | -1.6% |
| 6M | -8.1% | +2.1% | -10.2% | -10.2% |
| YTD | -20.9% | +11.5% | -32.3% | -28.2% |
| 1Y | -22.1% | +13.5% | -35.5% | -30.3% |
| 3Y | +30.3% | +77.7% | -47.4% | -18.4% |
| All | +105.2% | +72.1% | +33.1% | +35.8% |
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