-14.8%
GXC vs SPY
+79.8%
-94.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.7% |
| 7D | -2.7% | -2.0% | -0.7% | -1.4% |
| 30D | -4.3% | -1.7% | -2.7% | -3.3% |
| 3M | -2.3% | +4.7% | -7.0% | -5.3% |
| 6M | -9.4% | +12.5% | -21.9% | -16.3% |
| YTD | -8.7% | +11.7% | -20.4% | -15.2% |
| 1Y | -10.4% | +17.5% | -27.9% | -19.5% |
| 3Y | +32.7% | +76.6% | -43.9% | -10.8% |
| 5Y | -14.8% | +82.0% | -96.8% | -44.3% |
| All | -14.8% | +79.8% | -94.6% | -44.3% |
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