+573.2%
SPMO vs GPC
+123.1%
+450.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.2% |
| 7D | +2.0% | +1.2% | +0.8% | +1.7% |
| 30D | -0.4% | +6.0% | -6.3% | -2.1% |
| 3M | -1.9% | +42.6% | -44.5% | -12.7% |
| 6M | +25.0% | +22.8% | +2.3% | +16.2% |
| YTD | +26.0% | +15.5% | +10.6% | +18.3% |
| 1Y | +28.7% | +2.0% | +26.6% | +25.5% |
| 3Y | +160.9% | -1.4% | +162.3% | +149.7% |
| 5Y | +147.9% | +30.6% | +117.3% | +112.1% |
| 10Y | +518.9% | +80.6% | +438.3% | +340.7% |
| All | +573.2% | +123.1% | +450.1% | +367.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling