-94.6%
GPRO vs SPY
+381.5%
-476.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | -0.4% | +22.7% | +22.8% |
| 7D | +183.3% | +0.1% | +183.2% | +180.9% |
| 30D | +135.5% | +0.1% | +135.4% | +134.1% |
| 3M | +70.0% | +2.0% | +68.0% | +65.4% |
| 6M | +57.4% | +13.0% | +44.4% | +34.5% |
| YTD | +20.6% | +13.5% | +7.0% | +2.7% |
| 1Y | +16.4% | +20.0% | -3.5% | -6.4% |
| 3Y | -53.3% | +77.2% | -130.5% | -77.2% |
| 5Y | -82.8% | +81.9% | -164.7% | -91.7% |
| 10Y | -88.0% | +314.1% | -402.0% | -97.8% |
| All | -94.6% | +381.5% | -476.1% | -99.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling