+664.0%
SPGP vs SPY
+659.1%
+4.9%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.7% |
| 7D | +1.9% | -2.7% | +4.6% | +4.6% |
| 30D | +3.7% | -5.4% | +9.1% | +9.3% |
| 3M | -2.3% | -4.1% | +1.8% | +1.6% |
| 6M | +6.2% | +0.7% | +5.5% | +5.1% |
| YTD | +10.6% | +8.7% | +1.9% | +1.5% |
| 1Y | +14.7% | +10.9% | +3.8% | +3.2% |
| 3Y | +43.3% | +75.0% | -31.6% | -18.0% |
| 5Y | +41.8% | +67.8% | -26.0% | -15.5% |
| 10Y | +325.0% | +312.9% | +12.1% | +16.4% |
| All | +664.0% | +659.1% | +4.9% | +50.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling