+661.4%
SPGP vs SPY
+693.1%
-31.7%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.7% |
| 7D | -1.6% | +0.1% | -1.7% | -1.7% |
| 30D | -2.9% | +0.1% | -3.0% | -3.0% |
| 3M | +2.8% | +2.0% | +0.8% | +0.7% |
| 6M | +9.5% | +13.0% | -3.5% | -3.2% |
| YTD | +10.2% | +13.5% | -3.3% | -2.9% |
| 1Y | +11.0% | +20.0% | -8.9% | -7.4% |
| 3Y | +35.8% | +77.2% | -41.4% | -23.2% |
| 5Y | +41.9% | +81.9% | -40.0% | -21.9% |
| 10Y | +307.4% | +314.1% | -6.7% | +10.3% |
| All | +661.4% | +693.1% | -31.7% | +44.1% |
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