-42.3%
GXRP vs SPY
+17.0%
-59.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | -2.0% |
| 7D | -2.2% | -0.7% | -1.5% | -0.4% |
| 30D | -13.2% | -1.0% | -12.1% | -10.6% |
| 3M | +20.4% | -0.3% | +20.7% | +22.2% |
| 6M | -6.9% | +7.3% | -14.3% | -22.0% |
| YTD | -28.9% | +13.3% | -42.3% | -44.7% |
| All | -42.3% | +17.0% | -59.2% | -56.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling