+59.8%
GSC vs SPY
+85.0%
-25.1%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.4% | +0.1% | -0.1% |
| 7D | +0.2% | +0.1% | +0.1% | +0.1% |
| 30D | +1.1% | -3.3% | +4.4% | +5.0% |
| 3M | -7.4% | -2.4% | -5.0% | -4.8% |
| 6M | +2.3% | +2.6% | -0.3% | -0.6% |
| YTD | +16.1% | +11.2% | +4.9% | +3.3% |
| 1Y | +18.8% | +13.4% | +5.4% | +3.6% |
| 3Y | +62.4% | +79.9% | -17.5% | -16.7% |
| All | +59.8% | +85.0% | -25.1% | -19.0% |
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 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