-90.9%
GPRO vs SPY
+67.4%
-158.3%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.3% | +4.5% | +4.3% |
| 7D | -3.1% | -2.7% | -0.4% | +1.3% |
| 30D | -26.1% | -5.4% | -20.8% | -19.0% |
| 3M | +23.6% | -4.1% | +27.7% | +32.1% |
| 6M | -35.6% | +0.7% | -36.3% | -35.9% |
| YTD | -36.1% | +8.7% | -44.8% | -42.5% |
| 1Y | -47.0% | +10.9% | -57.9% | -53.5% |
| 3Y | -67.1% | +75.0% | -142.1% | -83.9% |
| All | -90.9% | +67.4% | -158.3% | -95.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling