-40.2%
GXRP vs SPY
+15.3%
-55.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.2% | -2.4% |
| 7D | -8.3% | -2.0% | -6.4% | -3.8% |
| 30D | +33.1% | -1.7% | +34.8% | +38.5% |
| 3M | +22.8% | +4.7% | +18.1% | +8.7% |
| 6M | -2.7% | +12.5% | -15.2% | -26.5% |
| YTD | -26.4% | +11.7% | -38.1% | -41.2% |
| All | -40.2% | +15.3% | -55.5% | -53.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling