+495.9%
SPMO vs GPC
+99.3%
+396.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.7% |
| 7D | +6.3% | +0.4% | +5.9% | +6.2% |
| 30D | -8.9% | -6.3% | -2.6% | -7.3% |
| 3M | -13.2% | -8.2% | -5.1% | -11.4% |
| 6M | -9.3% | +27.1% | -36.4% | -16.8% |
| YTD | +11.6% | +3.1% | +8.4% | +7.9% |
| 1Y | +13.4% | +0.1% | +13.3% | +10.6% |
| 3Y | +122.9% | +0.2% | +122.7% | +110.2% |
| 5Y | +113.9% | +4.9% | +109.1% | +95.8% |
| 10Y | +460.5% | +75.2% | +385.4% | +307.4% |
| All | +495.9% | +99.3% | +396.6% | +325.8% |
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