-2.4%
GPZ vs SPY
+30.4%
-32.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.7% | +4.1% | +3.4% |
| 7D | +9.5% | -0.7% | +10.2% | +10.6% |
| 30D | +13.5% | -1.0% | +14.6% | +15.1% |
| 3M | -2.7% | -0.3% | -2.4% | -2.2% |
| 6M | +3.2% | +7.3% | -4.1% | -6.9% |
| YTD | -10.8% | +13.3% | -24.1% | -24.8% |
| 1Y | -4.9% | +14.8% | -19.7% | -21.1% |
| All | -2.4% | +30.4% | -32.8% | -37.2% |
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