-15.4%
GPRO vs SPY
+19.4%
-34.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -0.5% | -13.9% | -12.8% |
| 7D | +18.3% | +0.5% | +17.7% | +16.0% |
| 30D | +100.4% | -0.9% | +101.4% | +104.6% |
| 3M | +66.7% | +3.9% | +62.8% | +45.6% |
| 6M | +91.4% | +14.5% | +76.9% | +18.9% |
| YTD | +3.2% | +12.9% | -9.7% | -31.9% |
| 1Y | -15.4% | +19.4% | -34.8% | -71.6% |
| All | -15.4% | +19.4% | -34.8% | -71.6% |
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