+12.6%
GPRK vs SPY
+739.7%
-727.1%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.1% |
| 7D | -10.2% | -0.6% | -9.6% | -10.0% |
| 30D | -19.6% | -3.7% | -15.9% | -17.7% |
| 3M | -3.7% | -2.7% | -0.9% | -2.2% |
| 6M | -0.1% | +2.2% | -2.2% | -2.1% |
| YTD | +26.3% | +10.8% | +15.5% | +16.6% |
| 1Y | +15.5% | +11.2% | +4.3% | +6.4% |
| 3Y | +11.9% | +76.5% | -64.5% | -24.9% |
| 5Y | -18.7% | +72.9% | -91.7% | -45.2% |
| 10Y | +150.8% | +304.8% | -154.0% | +22.8% |
| All | +12.6% | +739.7% | -727.1% | -40.0% |
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 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