+115.9%
SPG vs GPC
+78.6%
+37.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.6% |
| 7D | +2.7% | -2.1% | +4.8% | +4.0% |
| 30D | +16.6% | -4.5% | +21.1% | +19.4% |
| 3M | +8.1% | -7.7% | +15.8% | +12.6% |
| 6M | +19.3% | +24.3% | -5.0% | +2.6% |
| YTD | +31.1% | +3.5% | +27.6% | +22.6% |
| 1Y | +32.8% | +0.7% | +32.0% | +26.1% |
| 3Y | +135.8% | 0.0% | +135.8% | +110.5% |
| 5Y | +85.1% | +5.8% | +79.2% | +53.2% |
| 10Y | +115.9% | +75.8% | +40.2% | +21.5% |
| All | +115.9% | +78.6% | +37.4% | +21.5% |
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