+14.3%
GPRK vs SPY
+744.6%
-730.4%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.5% |
| 7D | -0.2% | +2.6% | -2.8% | -1.9% |
| 30D | -18.7% | -2.0% | -16.7% | -17.8% |
| 3M | +0.8% | -2.8% | +3.6% | +2.4% |
| 6M | -2.2% | +2.1% | -4.4% | -4.2% |
| YTD | +28.2% | +11.5% | +16.7% | +17.9% |
| 1Y | +20.4% | +13.5% | +6.9% | +9.3% |
| 3Y | +16.0% | +77.7% | -61.7% | -22.5% |
| 5Y | -15.2% | +72.6% | -87.8% | -42.7% |
| 10Y | +162.0% | +308.2% | -146.2% | +27.8% |
| All | +14.3% | +744.6% | -730.4% | -39.4% |
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