+489.2%
SPCX vs GD
+32.0%
+457.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.8% |
| 7D | +3.6% | +2.7% | +0.9% | -1.9% |
| 30D | -8.6% | +8.6% | -17.2% | -24.7% |
| 3M | -1.5% | -7.1% | +5.5% | +13.3% |
| 6M | +532.9% | +4.9% | +528.0% | +482.9% |
| YTD | +538.6% | +9.9% | +528.6% | +488.8% |
| 1Y | +442.9% | +7.6% | +435.3% | +400.2% |
| All | +489.2% | +32.0% | +457.2% | +437.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 10y: compounded portfolio wealth divided by compounded GD 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…
10y analysis · Full analysis span regression · 6 months rolling