+517.6%
SPMO vs GPC
+86.4%
+431.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -0.9% | -3.2% | +2.2% | 0.0% |
| 30D | -1.9% | +0.5% | -2.4% | -2.2% |
| 3M | -1.4% | +31.7% | -33.1% | -10.3% |
| 6M | +25.5% | +24.7% | +0.8% | +15.8% |
| YTD | +24.8% | +11.8% | +13.1% | +18.1% |
| 1Y | +24.5% | -3.0% | +27.5% | +23.3% |
| 3Y | +157.1% | -1.1% | +158.2% | +144.6% |
| 5Y | +149.5% | +30.5% | +119.0% | +111.5% |
| All | +517.6% | +86.4% | +431.2% | +337.0% |
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