-100.0%
GPUS vs SPY
+77.4%
-177.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.4% |
| 7D | -38.7% | +0.1% | -38.8% | -38.8% |
| 30D | -68.3% | +0.1% | -68.4% | -68.4% |
| 3M | -81.0% | +2.0% | -83.0% | -81.2% |
| 6M | -80.0% | +13.0% | -93.0% | -81.6% |
| YTD | -78.9% | +13.5% | -92.4% | -80.6% |
| 1Y | -91.0% | +20.0% | -110.9% | -91.8% |
| All | -100.0% | +77.4% | -177.4% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling