-89.3%
GPRO vs SPY
+311.3%
-400.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -0.5% | -13.9% | -13.6% |
| 7D | +18.3% | +0.5% | +17.7% | +17.2% |
| 30D | +100.4% | -0.9% | +101.4% | +102.5% |
| 3M | +66.7% | +3.9% | +62.8% | +57.5% |
| 6M | +91.4% | +14.5% | +76.9% | +59.0% |
| YTD | +3.2% | +12.9% | -9.7% | -11.7% |
| 1Y | -15.4% | +19.4% | -34.8% | -31.9% |
| 3Y | -57.7% | +78.5% | -136.2% | -79.9% |
| 5Y | -84.8% | +81.8% | -166.5% | -92.8% |
| 10Y | -89.3% | +311.5% | -400.8% | -97.9% |
| All | -89.3% | +311.3% | -400.6% | -97.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling