+317.8%
SPGP vs SPY
+304.1%
+13.7%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.3% |
| 7D | +2.4% | -0.6% | +3.0% | +3.0% |
| 30D | +4.0% | -3.7% | +7.7% | +8.2% |
| 3M | -0.6% | -2.7% | +2.2% | +2.2% |
| 6M | +8.8% | +2.2% | +6.6% | +5.7% |
| YTD | +12.5% | +10.8% | +1.7% | 0.0% |
| 1Y | +14.3% | +11.2% | +3.0% | +1.2% |
| 3Y | +46.0% | +76.5% | -30.5% | -23.0% |
| 5Y | +44.9% | +72.9% | -28.1% | -22.0% |
| 10Y | +317.8% | +304.8% | +13.0% | -13.9% |
| All | +317.8% | +304.1% | +13.7% | -13.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling