-91.7%
GPRO vs SPY
+304.1%
-395.9%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.9% | -3.7% |
| 7D | -12.6% | -0.6% | -12.0% | -11.8% |
| 30D | -29.2% | -3.7% | -25.5% | -24.9% |
| 3M | +20.4% | -2.7% | +23.1% | +25.4% |
| 6M | -38.5% | +2.2% | -40.7% | -40.0% |
| YTD | -40.2% | +10.8% | -51.1% | -47.3% |
| 1Y | -47.3% | +11.2% | -58.6% | -53.6% |
| 3Y | -72.4% | +76.5% | -148.9% | -86.6% |
| 5Y | -91.3% | +72.9% | -164.2% | -95.6% |
| 10Y | -91.7% | +304.8% | -396.6% | -98.1% |
| All | -91.7% | +304.1% | -395.9% | -98.1% |
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