-59.1%
GPRO vs SPY
+11.8%
-70.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.3% | -1.9% |
| 7D | -22.1% | +3.3% | -25.4% | -28.2% |
| 30D | -43.2% | -2.7% | -40.5% | -39.5% |
| 3M | +16.5% | -1.7% | +18.3% | +20.6% |
| 6M | -40.7% | +3.1% | -43.8% | -46.1% |
| YTD | -52.5% | +11.9% | -64.4% | -66.4% |
| 1Y | -59.1% | +12.0% | -71.1% | -71.1% |
| All | -59.1% | +11.8% | -70.9% | -71.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling