+40.2%
GPRK vs SPY
+760.2%
-720.0%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.6% |
| 7D | +17.6% | +0.1% | +17.5% | +17.5% |
| 30D | +22.1% | +0.1% | +22.1% | +22.0% |
| 3M | +4.6% | +2.0% | +2.6% | +2.9% |
| 6M | +38.4% | +13.0% | +25.4% | +26.5% |
| YTD | +57.3% | +13.5% | +43.8% | +43.3% |
| 1Y | +81.0% | +20.0% | +61.0% | +58.1% |
| 3Y | +39.6% | +77.2% | -37.6% | -6.5% |
| 5Y | +16.5% | +81.9% | -65.3% | -23.7% |
| 10Y | +310.6% | +314.1% | -3.4% | +98.5% |
| All | +40.2% | +760.2% | -720.0% | -26.3% |
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