+501.7%
SPCX vs GD
+31.5%
+470.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.3% | +3.5% | +1.1% |
| 7D | +4.2% | -3.0% | +7.2% | +11.4% |
| 30D | -12.6% | +9.3% | -21.9% | -29.0% |
| 3M | +6.7% | -7.2% | +13.9% | +23.5% |
| 6M | +546.4% | +4.5% | +541.9% | +500.5% |
| YTD | +552.1% | +9.5% | +542.6% | +506.6% |
| 1Y | +453.2% | +6.4% | +446.7% | +414.1% |
| All | +501.7% | +31.5% | +470.2% | +453.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling