+146.9%
GXC vs SPY
+661.4%
-514.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -0.8% |
| 7D | -0.6% | +0.5% | -1.2% | -1.2% |
| 30D | -3.1% | -0.9% | -2.2% | -2.2% |
| 3M | 0.0% | +3.9% | -3.9% | -4.4% |
| 6M | -4.8% | +14.5% | -19.3% | -18.2% |
| YTD | -6.7% | +12.9% | -19.6% | -18.6% |
| 1Y | -8.1% | +19.4% | -27.4% | -24.7% |
| 3Y | +35.6% | +78.5% | -42.8% | -31.6% |
| 5Y | -13.8% | +81.8% | -95.6% | -58.7% |
| 10Y | +37.8% | +311.5% | -273.7% | -78.2% |
| All | +146.9% | +661.4% | -514.5% | -79.7% |
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