-4.2%
GPZ vs SPY
+27.6%
-31.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | 0.0% |
| 7D | +3.8% | -0.6% | +4.4% | +4.6% |
| 30D | +9.8% | -3.7% | +13.5% | +15.6% |
| 3M | -4.5% | -2.7% | -1.8% | -0.8% |
| 6M | -0.9% | +2.2% | -3.1% | -4.0% |
| YTD | -12.4% | +10.8% | -23.3% | -23.9% |
| 1Y | -7.5% | +11.2% | -18.7% | -19.8% |
| All | -4.2% | +27.6% | -31.8% | -36.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling