+105.6%
GPOR vs SPY
+90.3%
+15.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.3% | -3.6% | -3.5% |
| 7D | -9.9% | -2.7% | -7.2% | -8.3% |
| 30D | -7.4% | -5.4% | -2.0% | -4.1% |
| 3M | -5.3% | -4.1% | -1.2% | -2.9% |
| 6M | -16.9% | +0.7% | -17.6% | -18.0% |
| YTD | -27.9% | +8.7% | -36.5% | -33.3% |
| 1Y | -23.6% | +10.9% | -34.5% | -30.5% |
| 3Y | +17.1% | +75.0% | -57.9% | -25.5% |
| 5Y | +83.3% | +67.8% | +15.5% | +20.2% |
| All | +105.6% | +90.3% | +15.3% | +21.8% |
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 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