+86.3%
GPRK vs SPY
+21.3%
+65.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.7% | +2.0% |
| 7D | +20.8% | +0.3% | +20.5% | +20.9% |
| 30D | +27.2% | +0.2% | +26.9% | +27.2% |
| 3M | +6.6% | +2.8% | +3.8% | +7.3% |
| 6M | +45.1% | +14.3% | +30.8% | +51.5% |
| YTD | +61.9% | +14.0% | +48.0% | +69.6% |
| All | +86.3% | +21.3% | +65.0% | +122.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling