+59.0%
SPG vs GPC
+83.6%
-24.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.6% |
| 7D | -2.4% | +1.2% | -3.6% | -3.1% |
| 30D | -6.8% | +6.0% | -12.8% | -10.1% |
| 3M | +2.7% | +42.6% | -39.9% | -18.0% |
| 6M | +5.5% | +22.8% | -17.3% | -8.4% |
| YTD | +15.7% | +15.5% | +0.3% | +2.0% |
| 1Y | +20.9% | +2.0% | +18.8% | +15.0% |
| 3Y | +112.4% | -1.4% | +113.8% | +94.4% |
| 5Y | +101.4% | +30.6% | +70.8% | +45.4% |
| All | +59.0% | +83.6% | -24.6% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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