-100.0%
GPUS vs SPY
+81.8%
-181.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.3% |
| 7D | -21.7% | +0.5% | -22.3% | -22.5% |
| 30D | -68.7% | -0.9% | -67.7% | -68.3% |
| 3M | -79.1% | +3.9% | -83.0% | -80.1% |
| 6M | -77.9% | +14.5% | -92.4% | -81.2% |
| YTD | -79.1% | +12.9% | -92.0% | -81.8% |
| 1Y | -90.1% | +19.4% | -109.5% | -91.8% |
| 3Y | -100.0% | +78.5% | -178.5% | -100.0% |
| 5Y | -100.0% | +81.8% | -181.8% | -100.0% |
| All | -100.0% | +81.8% | -181.8% | -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 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