+19.4%
GXPC vs SPY
+22.6%
-3.2%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.5% |
| 7D | +2.0% | +0.5% | +1.4% | +1.4% |
| 30D | -1.4% | -0.9% | -0.5% | -0.4% |
| 3M | -2.8% | +3.9% | -6.7% | -6.6% |
| 6M | +2.4% | +14.5% | -12.1% | -12.2% |
| YTD | +0.1% | +12.9% | -12.8% | -13.0% |
| 1Y | +8.0% | +19.4% | -11.4% | -11.7% |
| All | +19.4% | +22.6% | -3.2% | -5.0% |
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 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